+3,430.5%
TSM vs HLT
+637.7%
+2,792.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.3% |
| 7D | +6.0% | -2.4% | +8.4% | +7.1% |
| 30D | +4.5% | -4.1% | +8.6% | +6.2% |
| 3M | +3.1% | -10.6% | +13.7% | +7.8% |
| 6M | +30.2% | +2.0% | +28.2% | +28.4% |
| YTD | +45.2% | +6.1% | +39.1% | +40.8% |
| 1Y | +79.6% | +9.8% | +69.7% | +70.5% |
| 3Y | +411.0% | +99.0% | +312.0% | +276.7% |
| 5Y | +290.7% | +151.5% | +139.2% | +159.3% |
| 10Y | +1,753.6% | +561.1% | +1,192.5% | +740.1% |
| All | +3,430.5% | +637.7% | +2,792.9% | +1,450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling