+8,646.5%
TSM vs HBM
+613.3%
+8,033.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | +2.7% | -6.4% | +9.1% | +4.0% |
| 30D | +3.6% | +5.9% | -2.3% | +2.2% |
| 3M | -3.4% | -8.9% | +5.5% | -2.2% |
| 6M | +20.6% | +10.7% | +9.9% | +16.9% |
| YTD | +41.9% | +38.3% | +3.6% | +30.9% |
| 1Y | +84.4% | +121.3% | -37.0% | +54.6% |
| 3Y | +380.2% | +450.6% | -70.4% | +230.2% |
| 5Y | +275.3% | +338.0% | -62.7% | +157.8% |
| 10Y | +1,751.4% | +578.6% | +1,172.8% | +927.0% |
| All | +8,646.5% | +613.3% | +8,033.1% | +3,384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling