+67.5%
HST vs TMF
-42.2%
+109.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | -12.3% | -2.8% | -9.4% | -12.1% |
| 3M | -6.4% | -10.9% | +4.5% | -5.6% |
| 6M | +15.0% | -21.3% | +36.3% | +16.8% |
| YTD | +30.5% | -15.9% | +46.4% | +31.9% |
| 1Y | +35.7% | -15.7% | +51.4% | +37.1% |
| All | +67.5% | -42.2% | +109.7% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling