+73.9%
HST vs TD
+123.1%
-49.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | -0.3% | -1.9% | +1.6% | +0.9% |
| 30D | -2.8% | -1.6% | -1.2% | -1.9% |
| 3M | -6.5% | +4.6% | -11.1% | -9.7% |
| 6M | +20.7% | +26.8% | -6.1% | +1.9% |
| YTD | +30.5% | +28.3% | +2.1% | +9.2% |
| 1Y | +36.8% | +60.4% | -23.7% | -2.1% |
| 3Y | +65.9% | +125.7% | -59.8% | -8.7% |
| 5Y | +73.9% | +122.4% | -48.5% | -2.4% |
| All | +73.9% | +123.1% | -49.2% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling