+122.4%
HST vs TECH
+187.9%
-65.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +11.2% | +0.5% | +10.7% | +11.0% |
| 3M | +13.1% | +1.1% | +12.0% | +12.8% |
| 6M | +23.9% | +62.8% | -38.9% | +6.7% |
| YTD | +52.3% | +24.5% | +27.8% | +39.3% |
| 1Y | +56.7% | +20.6% | +36.0% | +44.5% |
| 3Y | +87.5% | +29.5% | +58.0% | +62.2% |
| 5Y | +82.8% | -40.9% | +123.7% | +97.3% |
| All | +122.4% | +187.9% | -65.5% | +27.0% |
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