+84.2%
HST vs TD
+104.2%
-20.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | +14.5% | +7.6% | +6.9% | +9.2% |
| 3M | +15.4% | +3.0% | +12.4% | +13.0% |
| 6M | +22.0% | +16.8% | +5.1% | +9.2% |
| YTD | +54.9% | +34.3% | +20.5% | +25.8% |
| 1Y | +54.0% | +56.0% | -2.0% | +12.7% |
| 3Y | +90.4% | +132.4% | -41.9% | +3.1% |
| 5Y | +84.2% | +103.7% | -19.4% | +9.3% |
| All | +84.2% | +104.2% | -20.0% | +9.3% |
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