+1,779.8%
TSM vs HLT
+590.2%
+1,189.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -1.6% | +2.6% | +1.7% |
| 30D | +1.0% | -5.0% | +6.0% | +3.2% |
| 3M | +2.9% | -10.4% | +13.3% | +7.7% |
| 6M | +22.8% | +3.2% | +19.6% | +20.3% |
| YTD | +43.3% | +6.7% | +36.6% | +38.3% |
| 1Y | +69.2% | +10.3% | +58.9% | +59.9% |
| 3Y | +404.5% | +99.3% | +305.2% | +265.0% |
| 5Y | +282.2% | +143.7% | +138.5% | +150.7% |
| All | +1,779.8% | +590.2% | +1,189.5% | +743.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling