+181.2%
TSCO vs HIG
+313.7%
-132.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.7% | -1.5% | -4.2% | -5.3% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | +6.3% | +6.7% | -0.3% | +4.3% |
| 6M | -32.3% | +2.0% | -34.2% | -32.8% |
| YTD | -32.7% | +0.3% | -33.0% | -32.9% |
| 1Y | -43.7% | +4.2% | -47.9% | -44.5% |
| 3Y | -19.7% | +102.2% | -121.9% | -33.3% |
| 5Y | -11.6% | +118.5% | -130.1% | -28.4% |
| All | +181.2% | +313.7% | -132.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling