+847.9%
TSN vs HBM
+462.4%
+385.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.9% |
| 7D | -1.4% | +5.1% | -6.5% | -1.8% |
| 30D | +10.2% | -15.8% | +26.0% | +11.5% |
| 3M | +7.2% | -22.4% | +29.6% | +9.0% |
| 6M | -10.6% | -20.2% | +9.7% | -9.9% |
| YTD | +3.7% | +9.0% | -5.3% | +1.1% |
| 1Y | +13.5% | +27.4% | -13.9% | +9.0% |
| 3Y | +40.1% | +424.2% | -384.1% | +16.1% |
| 5Y | -14.5% | +196.1% | -210.6% | -27.3% |
| 10Y | +15.7% | +285.4% | -269.8% | -12.8% |
| All | +847.9% | +462.4% | +385.5% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling