+436.5%
HST vs TD
+7,879.0%
-7,442.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +1.2% |
| 7D | -1.0% | +0.3% | -1.3% | -1.3% |
| 30D | -12.3% | +0.4% | -12.7% | -12.7% |
| 3M | -6.4% | +7.6% | -14.0% | -11.5% |
| 6M | +15.0% | +25.0% | -10.0% | -2.4% |
| YTD | +30.5% | +31.0% | -0.5% | +7.1% |
| 1Y | +35.7% | +65.2% | -29.5% | -5.9% |
| 3Y | +68.4% | +122.5% | -54.1% | -7.0% |
| 5Y | +73.1% | +124.8% | -51.7% | -5.3% |
| 10Y | +92.7% | +298.2% | -205.5% | -28.8% |
| All | +436.5% | +7,879.0% | -7,442.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling