+107.0%
HST vs TSN
-9.4%
+116.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -0.3% | -7.3% | +7.0% | +2.9% |
| 30D | -2.8% | -8.6% | +5.9% | +0.9% |
| 3M | -6.5% | -7.5% | +1.0% | -3.7% |
| 6M | +20.7% | -14.1% | +34.8% | +27.5% |
| YTD | +30.5% | -9.4% | +39.9% | +34.1% |
| 1Y | +36.8% | -4.1% | +40.9% | +36.4% |
| 3Y | +65.9% | +10.3% | +55.6% | +50.5% |
| 5Y | +73.9% | -19.7% | +93.6% | +80.9% |
| 10Y | +107.0% | -7.0% | +114.0% | +84.2% |
| All | +107.0% | -9.4% | +116.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling