+36.2%
HST vs TENB
+4.2%
+32.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +0.5% |
| 7D | +0.7% | -7.1% | +7.8% | +0.8% |
| 30D | -0.7% | -15.4% | +14.7% | -0.4% |
| 3M | -4.0% | +19.5% | -23.5% | -5.4% |
| 6M | +20.7% | +54.8% | -34.1% | +16.2% |
| YTD | +31.0% | +36.1% | -5.1% | +26.6% |
| 1Y | +36.2% | +7.0% | +29.2% | +35.3% |
| All | +36.2% | +4.2% | +32.1% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling