+341.5%
TSM vs HBM
+424.7%
-83.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.5% | +0.5% |
| 7D | -2.5% | +5.0% | -7.5% | -4.0% |
| 30D | -14.3% | -12.7% | -1.5% | -10.4% |
| 3M | -7.2% | -17.4% | +10.2% | -1.8% |
| 6M | -5.1% | -8.9% | +3.7% | -3.9% |
| YTD | +28.9% | +14.9% | +14.0% | +19.5% |
| 1Y | +37.1% | +41.4% | -4.3% | +18.8% |
| 3Y | +341.5% | +462.1% | -120.7% | +157.0% |
| All | +341.5% | +424.7% | -83.3% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling