+75.6%
HST vs TLN
-17.6%
+93.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.8% | +1.7% |
| 7D | +3.3% | -6.0% | +9.4% | +3.6% |
| 30D | +16.4% | -1.5% | +17.9% | +16.3% |
| 3M | +5.5% | -3.9% | +9.4% | +5.4% |
| 6M | +31.1% | -15.0% | +46.2% | +31.9% |
| YTD | +55.9% | -12.8% | +68.8% | +55.9% |
| 1Y | +75.6% | -17.3% | +92.9% | +75.1% |
| All | +75.6% | -17.6% | +93.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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