+66.1%
HST vs TENB
-24.7%
+90.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.0% | -5.0% | +7.0% | +2.6% |
| 30D | -5.2% | -7.4% | +2.1% | -4.6% |
| 3M | -6.2% | +22.3% | -28.5% | -10.8% |
| 6M | +20.4% | +60.2% | -39.7% | +7.7% |
| YTD | +30.6% | +43.2% | -12.6% | +19.2% |
| 1Y | +37.4% | +8.2% | +29.2% | +34.8% |
| 3Y | +66.1% | -23.8% | +89.9% | +73.8% |
| All | +66.1% | -24.7% | +90.8% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling