+722.5%
TSN vs HBM
+613.3%
+109.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -6.3% | -6.4% | 0.0% | -5.8% |
| 30D | -10.8% | +5.9% | -16.7% | -11.3% |
| 3M | -8.8% | -8.9% | +0.2% | -8.6% |
| 6M | -16.8% | +10.7% | -27.5% | -18.5% |
| YTD | -10.0% | +38.3% | -48.3% | -13.7% |
| 1Y | -5.3% | +121.3% | -126.6% | -13.1% |
| 3Y | +8.5% | +450.6% | -442.1% | -10.1% |
| 5Y | -22.9% | +338.0% | -360.9% | -36.6% |
| 10Y | -12.6% | +578.6% | -591.2% | -37.3% |
| All | +722.5% | +613.3% | +109.1% | +409.7% |
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 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