+52.9%
HST vs TLN
+602.5%
-549.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +2.0% | +10.9% | -8.9% | +1.0% |
| 30D | -5.2% | -6.3% | +1.1% | -4.8% |
| 3M | -6.2% | -10.7% | +4.5% | -5.6% |
| 6M | +20.4% | +1.6% | +18.8% | +19.2% |
| YTD | +30.6% | -13.1% | +43.7% | +30.9% |
| 1Y | +37.4% | -15.1% | +52.4% | +37.5% |
| 3Y | +66.1% | +495.0% | -428.9% | +25.8% |
| All | +52.9% | +602.5% | -549.6% | +12.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling