+36.0%
TSM vs HLT
+46.7%
-10.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.1% |
| 7D | -10.0% | +7.7% | -17.7% | -11.7% |
| 30D | -18.5% | +19.1% | -37.6% | -22.6% |
| 3M | -4.9% | +20.7% | -25.6% | -10.4% |
| 6M | -1.0% | +21.0% | -22.0% | -7.4% |
| YTD | +31.3% | +31.3% | 0.0% | +21.2% |
| 1Y | +36.0% | +45.9% | -9.9% | +26.0% |
| All | +36.0% | +46.7% | -10.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling