+109.0%
HST vs TDY
+479.2%
-370.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.5% |
| 30D | -2.5% | -12.0% | +9.6% | +4.7% |
| 3M | -5.1% | -3.2% | -1.9% | -4.0% |
| 6M | +21.6% | -7.9% | +29.5% | +25.9% |
| YTD | +31.6% | +18.2% | +13.4% | +17.1% |
| 1Y | +36.1% | +6.7% | +29.5% | +28.1% |
| 3Y | +66.5% | +47.5% | +18.9% | +26.7% |
| 5Y | +76.6% | +39.5% | +37.1% | +36.7% |
| All | +109.0% | +479.2% | -370.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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