-7.7%
TSN vs HRB
+207.5%
-215.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +1.4% | -12.2% | +13.5% | +3.6% |
| 30D | -6.2% | -3.0% | -3.2% | -6.1% |
| 3M | -5.7% | +21.7% | -27.4% | -9.5% |
| 6M | -11.4% | +52.3% | -63.7% | -19.0% |
| YTD | -8.2% | +6.5% | -14.7% | -10.5% |
| 1Y | -2.0% | -6.7% | +4.7% | -2.2% |
| 3Y | +11.9% | +25.1% | -13.2% | +3.7% |
| 5Y | -17.8% | +113.8% | -131.5% | -33.5% |
| All | -7.7% | +207.5% | -215.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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