-1.0%
TSCO vs HST
+87.3%
-88.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.1% | +3.6% | -3.6% | -1.1% |
| 30D | +8.7% | +9.9% | -1.2% | +5.3% |
| 3M | +1.2% | +12.9% | -11.7% | -2.8% |
| 6M | +21.6% | +22.9% | -1.3% | +12.5% |
| YTD | -25.3% | +52.4% | -77.7% | -36.3% |
| 1Y | -33.0% | +52.5% | -85.5% | -42.9% |
| All | -1.0% | +87.3% | -88.4% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling