+71.6%
HST vs TSN
-14.6%
+86.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.7% | +4.6% | -7.3% | -4.0% |
| 30D | +10.7% | +15.4% | -4.7% | +6.0% |
| 3M | +6.3% | +2.9% | +3.4% | +5.2% |
| 6M | +19.0% | -10.8% | +29.8% | +22.7% |
| YTD | +47.0% | +4.5% | +42.6% | +43.4% |
| 1Y | +53.4% | +19.5% | +33.9% | +42.8% |
| 3Y | +78.0% | +42.2% | +35.8% | +50.3% |
| All | +71.6% | -14.6% | +86.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling