+522.0%
HST vs TMF
-68.9%
+590.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -1.3% |
| 30D | -12.3% | -2.8% | -9.4% | -12.7% |
| 3M | -6.4% | -10.9% | +4.5% | -8.2% |
| 6M | +15.0% | -21.3% | +36.3% | +10.2% |
| YTD | +30.5% | -15.9% | +46.4% | +26.8% |
| 1Y | +35.7% | -15.7% | +51.4% | +32.0% |
| 3Y | +68.4% | -43.4% | +111.7% | +55.3% |
| 5Y | +73.1% | -87.8% | +160.9% | +15.6% |
| 10Y | +92.7% | -86.7% | +179.5% | +47.1% |
| All | +522.0% | -68.9% | +590.9% | +650.6% |
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