-29.4%
TSCO vs HLT
+46.7%
-76.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.7% |
| 7D | +15.7% | +7.7% | +8.0% | +12.3% |
| 30D | +16.4% | +19.1% | -2.7% | +8.5% |
| 3M | +11.2% | +20.7% | -9.5% | +2.9% |
| 6M | +14.9% | +21.0% | -6.1% | +4.9% |
| YTD | -25.4% | +31.3% | -56.7% | -34.9% |
| 1Y | -29.4% | +45.9% | -75.3% | -41.6% |
| All | -29.4% | +46.7% | -76.0% | -41.6% |
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