+196.8%
TSCO vs HST
+133.7%
+63.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +3.6% | -3.3% | -0.5% |
| 30D | +11.3% | +11.2% | +0.1% | +8.8% |
| 3M | +1.5% | +13.1% | -11.6% | -1.2% |
| 6M | +24.0% | +23.9% | 0.0% | +17.9% |
| YTD | -25.7% | +52.3% | -78.0% | -32.5% |
| 1Y | -33.6% | +56.7% | -90.2% | -40.0% |
| 3Y | -1.5% | +87.5% | -89.0% | -15.1% |
| 5Y | -9.6% | +82.8% | -92.4% | -22.4% |
| All | +196.8% | +133.7% | +63.1% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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