+404.5%
TSM vs HLT
+99.0%
+305.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -1.6% | +2.6% | +1.9% |
| 30D | +1.0% | -5.0% | +6.0% | +3.7% |
| 3M | +2.9% | -10.4% | +13.3% | +9.0% |
| 6M | +22.8% | +3.2% | +19.6% | +18.9% |
| YTD | +43.3% | +6.7% | +36.6% | +35.9% |
| 1Y | +69.2% | +10.3% | +58.9% | +56.2% |
| 3Y | +404.5% | +99.3% | +305.2% | +207.8% |
| All | +404.5% | +99.0% | +305.5% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling