+65.7%
HST vs TPG
+78.9%
-13.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.8% |
| 7D | +0.7% | -11.8% | +12.5% | +4.9% |
| 30D | -0.7% | -6.3% | +5.6% | +1.1% |
| 3M | -4.0% | +13.6% | -17.6% | -9.2% |
| 6M | +20.7% | +13.8% | +6.9% | +13.3% |
| YTD | +31.0% | -23.7% | +54.8% | +42.4% |
| 1Y | +36.2% | -18.2% | +54.4% | +43.0% |
| All | +65.7% | +78.9% | -13.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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