+45.9%
HST vs TENB
-3.6%
+49.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +1.4% |
| 7D | +0.7% | -7.1% | +7.8% | +2.2% |
| 30D | -0.7% | -15.4% | +14.7% | +2.2% |
| 3M | -4.0% | +19.5% | -23.5% | -9.4% |
| 6M | +20.7% | +54.8% | -34.1% | +6.2% |
| YTD | +31.0% | +36.1% | -5.1% | +18.0% |
| 1Y | +36.2% | +7.0% | +29.2% | +29.6% |
| 3Y | +66.6% | -27.6% | +94.2% | +70.1% |
| 5Y | +75.8% | -30.5% | +106.2% | +72.6% |
| All | +45.9% | -3.6% | +49.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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