-7.5%
TSCO vs HST
+75.9%
-83.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.1% | -2.8% | +1.7% | -0.3% |
| 3M | +14.3% | -6.5% | +20.7% | +16.2% |
| 6M | -31.9% | +20.7% | -52.6% | -36.1% |
| YTD | -30.7% | +30.5% | -61.1% | -36.7% |
| 1Y | -41.1% | +36.8% | -77.8% | -47.1% |
| 3Y | -17.1% | +65.9% | -83.0% | -30.7% |
| 5Y | -7.5% | +73.9% | -81.4% | -20.8% |
| All | -7.5% | +75.9% | -83.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling