+2,492.3%
TSCO vs HBM
+649.7%
+1,842.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.6% |
| 7D | -2.5% | +5.5% | -8.0% | -3.0% |
| 30D | -1.1% | +3.3% | -4.4% | -1.6% |
| 3M | +14.3% | +12.7% | +1.6% | +12.1% |
| 6M | -31.9% | +28.2% | -60.1% | -34.5% |
| YTD | -30.7% | +45.3% | -76.0% | -34.6% |
| 1Y | -41.1% | +121.7% | -162.8% | -47.1% |
| 3Y | -17.1% | +523.5% | -540.7% | -35.4% |
| 5Y | -7.5% | +393.9% | -401.4% | -28.4% |
| 10Y | +192.6% | +647.9% | -455.3% | +95.6% |
| All | +2,492.3% | +649.7% | +1,842.6% | +1,594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling