+1,511.7%
HST vs TECH
+101,542.6%
-100,030.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +10.7% | +0.3% | +10.4% | +10.6% |
| 3M | +6.3% | +1.3% | +4.9% | +6.0% |
| 6M | +19.0% | +54.0% | -35.0% | +9.4% |
| YTD | +47.0% | +24.3% | +22.7% | +39.3% |
| 1Y | +53.4% | +25.8% | +27.6% | +44.9% |
| 3Y | +78.0% | +26.0% | +52.0% | +65.4% |
| 5Y | +71.7% | -40.1% | +111.8% | +79.0% |
| 10Y | +146.2% | +210.6% | -64.4% | +93.4% |
| All | +1,511.7% | +101,542.6% | -100,030.9% | +641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling