+49,750.0%
TSCO vs HST
+519.1%
+49,231.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +5.5% | -12.3% | +17.7% | +8.5% |
| 3M | +20.0% | -6.4% | +26.3% | +21.5% |
| 6M | -29.8% | +15.0% | -44.8% | -32.3% |
| YTD | -28.7% | +30.5% | -59.2% | -33.2% |
| 1Y | -40.9% | +35.7% | -76.6% | -45.2% |
| 3Y | -15.9% | +68.4% | -84.3% | -26.4% |
| 5Y | -3.5% | +73.1% | -76.6% | -17.5% |
| 10Y | +142.2% | +92.7% | +49.5% | +88.8% |
| All | +49,750.0% | +519.1% | +49,231.0% | +15,333.8% |
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 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