+15.0%
HST vs TSN
-17.5%
+32.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -1.0% | -6.3% | +5.3% | -0.2% |
| 30D | -12.3% | -10.8% | -1.4% | -11.0% |
| 3M | -6.4% | -8.8% | +2.4% | -5.2% |
| 6M | +15.0% | -16.8% | +31.8% | +18.2% |
| All | +15.0% | -17.5% | +32.5% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling