+107.0%
HST vs TD
+295.5%
-188.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.8% |
| 7D | -0.3% | -1.9% | +1.6% | +1.2% |
| 30D | -2.8% | -1.6% | -1.2% | -1.8% |
| 3M | -6.5% | +4.6% | -11.1% | -10.3% |
| 6M | +20.7% | +26.8% | -6.1% | -1.2% |
| YTD | +30.5% | +28.3% | +2.1% | +5.8% |
| 1Y | +36.8% | +60.4% | -23.7% | -7.9% |
| 3Y | +65.9% | +125.7% | -59.8% | -17.7% |
| 5Y | +73.9% | +122.4% | -48.5% | -13.6% |
| 10Y | +107.0% | +297.1% | -190.1% | -30.1% |
| All | +107.0% | +295.5% | -188.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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