+518.2%
HST vs TDY
+6,969.6%
-6,451.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +0.7% | -1.9% | +2.6% | +1.4% |
| 30D | -0.7% | -12.5% | +11.8% | +4.3% |
| 3M | -4.0% | -0.8% | -3.2% | -4.1% |
| 6M | +20.7% | -9.0% | +29.7% | +24.2% |
| YTD | +31.0% | +16.8% | +14.2% | +22.4% |
| 1Y | +36.2% | +9.5% | +26.8% | +30.1% |
| 3Y | +66.6% | +45.4% | +21.2% | +42.0% |
| 5Y | +75.8% | +37.8% | +38.0% | +52.2% |
| 10Y | +108.0% | +470.2% | -362.2% | +10.2% |
| All | +518.2% | +6,969.6% | -6,451.4% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling