+536.6%
HST vs TD
+8,082.4%
-7,545.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +15.4% | +3.0% | +12.4% | +12.7% |
| 6M | +22.0% | +16.8% | +5.1% | +8.6% |
| YTD | +54.9% | +34.3% | +20.5% | +24.8% |
| 1Y | +54.0% | +56.0% | -2.0% | +11.4% |
| 3Y | +90.4% | +132.4% | -41.9% | +1.9% |
| 5Y | +84.2% | +103.7% | -19.4% | +8.1% |
| 10Y | +144.6% | +299.2% | -154.5% | -9.8% |
| All | +536.6% | +8,082.4% | -7,545.8% | -10.5% |
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