-18.0%
TSN vs HIG
+110.6%
-128.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.4% | +2.6% | -4.0% | -2.3% |
| 30D | +8.5% | +4.2% | +4.3% | +7.0% |
| 3M | +5.3% | +0.2% | +5.1% | +5.0% |
| 6M | -10.5% | +4.6% | -15.1% | -12.1% |
| YTD | +3.0% | +1.1% | +1.8% | +2.0% |
| 1Y | +12.1% | +4.7% | +7.4% | +9.7% |
| 3Y | +43.1% | +95.5% | -52.3% | +11.9% |
| All | -18.0% | +110.6% | -128.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling