+277.6%
TSM vs HLT
+145.1%
+132.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +2.6% | -2.6% | +5.2% | +4.0% |
| 30D | +1.4% | -2.6% | +4.0% | +2.6% |
| 3M | +5.0% | -9.4% | +14.4% | +10.2% |
| 6M | +24.0% | +2.7% | +21.2% | +21.0% |
| YTD | +41.6% | +6.8% | +34.8% | +35.3% |
| 1Y | +66.2% | +12.4% | +53.8% | +53.0% |
| 3Y | +398.2% | +100.2% | +298.0% | +229.6% |
| 5Y | +277.6% | +143.7% | +133.9% | +124.9% |
| All | +277.6% | +145.1% | +132.5% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling