+99.8%
HST vs TECH
+178.6%
-78.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | -5.2% | +0.1% | -5.4% | -5.3% |
| 3M | -6.2% | +37.5% | -43.7% | -15.1% |
| 6M | +20.4% | +34.6% | -14.1% | +7.9% |
| YTD | +30.6% | +23.5% | +7.1% | +19.7% |
| 1Y | +37.4% | +34.4% | +3.0% | +21.3% |
| 3Y | +66.1% | +2.3% | +63.8% | +54.7% |
| 5Y | +73.7% | -41.7% | +115.4% | +87.9% |
| 10Y | +99.8% | +177.6% | -77.8% | +11.1% |
| All | +99.8% | +178.6% | -78.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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