+600.8%
HST vs TMF
-69.2%
+669.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | -0.1% |
| 7D | -2.7% | +1.2% | -3.9% | -2.5% |
| 30D | +10.7% | +19.7% | -9.0% | +14.3% |
| 3M | +6.3% | -2.1% | +8.3% | +6.0% |
| 6M | +19.0% | -13.4% | +32.4% | +16.1% |
| YTD | +47.0% | -16.7% | +63.8% | +42.7% |
| 1Y | +53.4% | -23.3% | +76.8% | +46.7% |
| 3Y | +78.0% | -24.8% | +102.8% | +73.9% |
| 5Y | +71.7% | -88.0% | +159.7% | +13.8% |
| 10Y | +146.2% | -84.7% | +230.9% | +95.8% |
| All | +600.8% | -69.2% | +669.9% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling