-19.7%
TSN vs HBM
+392.2%
-412.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -7.3% | +5.5% | -12.8% | -7.6% |
| 30D | -8.6% | +3.3% | -11.9% | -8.9% |
| 3M | -7.5% | +12.7% | -20.2% | -8.4% |
| 6M | -14.1% | +28.2% | -42.3% | -16.2% |
| YTD | -9.4% | +45.3% | -54.7% | -12.6% |
| 1Y | -4.1% | +121.7% | -125.8% | -10.5% |
| 3Y | +10.3% | +523.5% | -513.2% | -7.7% |
| 5Y | -19.7% | +393.9% | -413.6% | -30.7% |
| All | -19.7% | +392.2% | -412.0% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling