-40.9%
TSCO vs HLT
+13.1%
-54.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +0.8% | -3.3% | +4.1% | +2.0% |
| 30D | +5.5% | -4.1% | +9.5% | +7.0% |
| 3M | +20.0% | -7.9% | +27.9% | +23.5% |
| 6M | -29.8% | +2.2% | -31.9% | -30.8% |
| YTD | -28.7% | +8.5% | -37.1% | -31.4% |
| 1Y | -40.9% | +12.1% | -53.0% | -43.9% |
| All | -40.9% | +13.1% | -54.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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