+56.3%
HST vs TPG
+74.1%
-17.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | -0.1% |
| 7D | +0.9% | -9.4% | +10.3% | +4.5% |
| 30D | -2.5% | -5.3% | +2.8% | -0.9% |
| 3M | -5.1% | +12.9% | -18.0% | -10.3% |
| 6M | +21.6% | +20.1% | +1.5% | +11.4% |
| YTD | +31.6% | -22.5% | +54.1% | +42.3% |
| 1Y | +36.1% | -19.7% | +55.8% | +44.2% |
| 3Y | +66.5% | +81.2% | -14.7% | +21.3% |
| All | +56.3% | +74.1% | -17.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling