+65.0%
HST vs TDY
+44.8%
+20.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | -2.8% | -13.8% | +11.0% | +2.8% |
| 3M | -6.5% | -3.9% | -2.6% | -5.5% |
| 6M | +20.7% | -9.0% | +29.7% | +24.3% |
| YTD | +30.5% | +16.5% | +13.9% | +19.6% |
| 1Y | +36.8% | +9.3% | +27.5% | +28.6% |
| All | +65.0% | +44.8% | +20.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling