+8,006.8%
TSM vs HBM
+471.0%
+7,535.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.8% |
| 7D | -2.1% | +2.4% | -4.4% | -2.5% |
| 30D | -12.5% | -16.0% | +3.4% | -9.4% |
| 3M | -5.0% | -21.3% | +16.3% | -0.5% |
| 6M | -3.2% | -12.2% | +9.0% | -1.4% |
| YTD | +31.5% | +10.7% | +20.8% | +26.8% |
| 1Y | +35.7% | +30.3% | +5.4% | +26.6% |
| 3Y | +323.5% | +432.2% | -108.8% | +195.0% |
| 5Y | +263.4% | +218.8% | +44.6% | +166.1% |
| 10Y | +1,598.5% | +281.4% | +1,317.2% | +951.0% |
| All | +8,006.8% | +471.0% | +7,535.9% | +3,276.9% |
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