-40.9%
TSCO vs HBM
+123.0%
-163.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.2% |
| 7D | +0.8% | -6.4% | +7.1% | +1.0% |
| 30D | +5.5% | +5.9% | -0.5% | +5.1% |
| 3M | +20.0% | -8.9% | +28.9% | +20.5% |
| 6M | -29.8% | +10.7% | -40.5% | -30.9% |
| YTD | -28.7% | +38.3% | -66.9% | -30.4% |
| 1Y | -40.9% | +121.3% | -162.2% | -41.4% |
| All | -40.9% | +123.0% | -163.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling