+85.4%
HST vs TMF
-88.3%
+173.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | +13.4% | +11.5% | +1.9% | +13.0% |
| 3M | +16.7% | -4.5% | +21.2% | +16.8% |
| 6M | +24.0% | -15.0% | +39.0% | +24.4% |
| YTD | +54.0% | -19.9% | +73.8% | +54.6% |
| 1Y | +55.0% | -26.6% | +81.6% | +55.9% |
| 3Y | +89.3% | -29.8% | +119.2% | +90.1% |
| 5Y | +85.4% | -88.2% | +173.6% | +45.3% |
| All | +85.4% | -88.3% | +173.7% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling