+285.0%
TSM vs HBM
+392.2%
-107.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +4.8% | +5.5% | -0.7% | +3.2% |
| 30D | +4.0% | +3.3% | +0.7% | +2.9% |
| 3M | +2.0% | +12.7% | -10.7% | -2.2% |
| 6M | +25.5% | +28.2% | -2.7% | +15.3% |
| YTD | +44.0% | +45.3% | -1.3% | +26.7% |
| 1Y | +75.4% | +121.7% | -46.3% | +37.2% |
| 3Y | +406.7% | +523.5% | -116.8% | +193.7% |
| 5Y | +285.0% | +393.9% | -108.9% | +126.2% |
| All | +285.0% | +392.2% | -107.3% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling