+75.8%
HST vs TSN
-18.6%
+94.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | -0.7% | -6.2% | +5.5% | +1.1% |
| 3M | -4.0% | -5.7% | +1.7% | -2.7% |
| 6M | +20.7% | -11.4% | +32.1% | +24.2% |
| YTD | +31.0% | -8.2% | +39.2% | +32.9% |
| 1Y | +36.2% | -2.0% | +38.2% | +34.9% |
| 3Y | +66.6% | +11.9% | +54.8% | +53.2% |
| 5Y | +75.8% | -17.8% | +93.5% | +86.5% |
| All | +75.8% | -18.6% | +94.4% | +86.5% |
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