-7.7%
TSN vs HIG
+315.0%
-322.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +1.4% | -2.3% | +3.6% | +2.3% |
| 30D | -6.2% | -1.2% | -5.0% | -5.8% |
| 3M | -5.7% | +6.3% | -12.0% | -8.3% |
| 6M | -11.4% | +0.6% | -11.9% | -11.9% |
| YTD | -8.2% | +0.6% | -8.8% | -8.9% |
| 1Y | -2.0% | +6.1% | -8.1% | -5.0% |
| 3Y | +11.9% | +102.0% | -90.1% | -18.4% |
| 5Y | -17.8% | +119.2% | -137.0% | -43.2% |
| All | -7.7% | +315.0% | -322.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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