-10.4%
TSCO vs HDB
-34.5%
+24.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.9% | -8.4% | -2.8% |
| 7D | -5.7% | +0.7% | -6.3% | -5.8% |
| 30D | -8.8% | +1.0% | -9.8% | -9.0% |
| 3M | +6.3% | -2.0% | +8.3% | +6.2% |
| 6M | -32.3% | -18.1% | -14.2% | -29.9% |
| YTD | -32.7% | -36.1% | +3.4% | -27.1% |
| 1Y | -43.7% | -34.0% | -9.6% | -39.4% |
| 3Y | -19.7% | -26.7% | +7.0% | -16.1% |
| All | -10.4% | -34.5% | +24.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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