+185.6%
TSCO vs HST
+109.4%
+76.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -4.4% | -0.7% | -3.7% | -4.2% |
| 3M | +9.7% | -4.0% | +13.7% | +10.4% |
| 6M | -32.4% | +20.7% | -53.1% | -35.3% |
| YTD | -31.7% | +31.0% | -62.7% | -35.9% |
| 1Y | -41.3% | +36.2% | -77.5% | -45.4% |
| 3Y | -18.3% | +66.6% | -85.0% | -27.7% |
| 5Y | -10.3% | +75.8% | -86.0% | -21.9% |
| All | +185.6% | +109.4% | +76.2% | +133.3% |
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