+56.7%
HST vs TMF
-30.5%
+87.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +3.6% | -9.3% | +12.8% | +5.5% |
| 30D | +11.2% | +1.9% | +9.3% | +10.3% |
| 3M | +13.1% | -11.2% | +24.3% | +15.5% |
| 6M | +23.9% | -17.7% | +41.6% | +28.4% |
| YTD | +52.3% | -24.5% | +76.7% | +58.9% |
| 1Y | +56.7% | -29.4% | +86.1% | +65.7% |
| All | +56.7% | -30.5% | +87.1% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling