+78.2%
HST vs TLN
+710.8%
-632.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +3.6% | +11.0% | -7.5% | +2.6% |
| 30D | +11.2% | +4.9% | +6.3% | +10.5% |
| 3M | +13.1% | +4.9% | +8.2% | +12.1% |
| 6M | +23.9% | +7.1% | +16.8% | +22.1% |
| YTD | +52.3% | +0.3% | +52.0% | +50.1% |
| 1Y | +56.7% | +5.9% | +50.8% | +53.2% |
| 3Y | +87.5% | +578.5% | -491.0% | +39.7% |
| All | +78.2% | +710.8% | -632.6% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling