-10.3%
TSCO vs HWM
+591.3%
-601.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.3% | +7.3% | -7.0% | -1.1% |
| 30D | +11.3% | +1.6% | +9.8% | +10.6% |
| 3M | +1.5% | -21.9% | +23.3% | +6.0% |
| 6M | +24.0% | -19.0% | +43.0% | +28.0% |
| YTD | -25.7% | +7.9% | -33.6% | -28.7% |
| 1Y | -33.6% | +9.9% | -43.5% | -36.6% |
| 3Y | -1.5% | +342.1% | -343.7% | -39.6% |
| All | -10.3% | +591.3% | -601.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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