+16,408.2%
TSCO vs HIG
+989.6%
+15,418.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -3.1% | -2.3% | -0.8% | -2.8% |
| 30D | -4.4% | -1.2% | -3.2% | -4.2% |
| 3M | +9.7% | +6.3% | +3.4% | +8.5% |
| 6M | -32.4% | +0.6% | -33.0% | -32.6% |
| YTD | -31.7% | +0.6% | -32.3% | -31.8% |
| 1Y | -41.3% | +6.1% | -47.4% | -42.0% |
| 3Y | -18.3% | +102.0% | -120.3% | -27.5% |
| 5Y | -10.3% | +119.2% | -129.5% | -21.6% |
| 10Y | +188.5% | +312.5% | -124.0% | +120.8% |
| All | +16,408.2% | +989.6% | +15,418.6% | +9,905.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling