+122.4%
HST vs TMF
-82.1%
+204.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.2% |
| 7D | +3.6% | -9.3% | +12.8% | +2.7% |
| 30D | +11.2% | +1.9% | +9.3% | +11.4% |
| 3M | +13.1% | -11.2% | +24.3% | +12.0% |
| 6M | +23.9% | -17.7% | +41.6% | +21.9% |
| YTD | +52.3% | -24.5% | +76.7% | +48.6% |
| 1Y | +56.7% | -29.4% | +86.1% | +51.9% |
| 3Y | +87.5% | -33.4% | +120.9% | +83.7% |
| 5Y | +82.8% | -88.7% | +171.5% | +31.8% |
| All | +122.4% | -82.1% | +204.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling