+1,330.6%
HST vs TSN
+890.5%
+440.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | -1.0% | -6.3% | +5.3% | +1.1% |
| 30D | -12.3% | -10.8% | -1.4% | -8.8% |
| 3M | -6.4% | -8.8% | +2.4% | -3.7% |
| 6M | +15.0% | -16.8% | +31.8% | +21.6% |
| YTD | +30.5% | -10.0% | +40.5% | +33.9% |
| 1Y | +35.7% | -5.3% | +40.9% | +36.4% |
| 3Y | +68.4% | +8.5% | +59.9% | +58.7% |
| 5Y | +73.1% | -22.9% | +96.0% | +81.9% |
| 10Y | +92.7% | -12.6% | +105.4% | +88.1% |
| All | +1,330.6% | +890.5% | +440.2% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling