-7.7%
TSN vs HBM
+622.7%
-630.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.5% | +8.9% | +2.0% |
| 7D | +1.4% | -3.7% | +5.1% | +1.6% |
| 30D | -6.2% | -3.7% | -2.5% | -6.0% |
| 3M | -5.7% | +8.0% | -13.7% | -6.7% |
| 6M | -11.4% | +15.8% | -27.1% | -13.4% |
| YTD | -8.2% | +34.4% | -42.5% | -11.7% |
| 1Y | -2.0% | +98.2% | -100.2% | -9.2% |
| 3Y | +11.9% | +476.6% | -464.7% | -7.8% |
| 5Y | -17.8% | +331.1% | -348.9% | -32.2% |
| All | -7.7% | +622.7% | -630.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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