+52,086.5%
TSCO vs HST
+622.9%
+51,463.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.1% | +3.6% | -3.6% | -0.8% |
| 30D | +8.7% | +9.9% | -1.2% | +6.3% |
| 3M | +1.2% | +12.9% | -11.7% | -1.6% |
| 6M | +21.6% | +22.9% | -1.3% | +15.5% |
| YTD | -25.3% | +52.4% | -77.7% | -32.5% |
| 1Y | -33.0% | +52.5% | -85.5% | -39.5% |
| 3Y | -2.3% | +87.4% | -89.7% | -16.5% |
| 5Y | -9.2% | +82.9% | -92.1% | -23.3% |
| 10Y | +202.2% | +134.8% | +67.5% | +125.0% |
| All | +52,086.5% | +622.9% | +51,463.6% | +15,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling