+222.4%
TSCO vs HWM
+1,323.5%
-1,101.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.7% | +11.6% | +2.5% |
| 7D | +1.7% | -9.2% | +10.8% | +3.0% |
| 30D | +2.8% | -17.9% | +20.7% | +5.6% |
| 3M | +17.9% | -6.0% | +23.9% | +18.4% |
| 6M | -28.6% | -7.4% | -21.2% | -28.3% |
| YTD | -28.0% | +13.1% | -41.1% | -30.0% |
| 1Y | -39.9% | +29.3% | -69.2% | -42.8% |
| 3Y | -14.0% | +389.9% | -403.9% | -34.7% |
| 5Y | -2.9% | +655.5% | -658.4% | -31.1% |
| All | +222.4% | +1,323.5% | -1,101.2% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling