+109.0%
HST vs TRGP
+863.3%
-754.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -2.5% | +8.0% | -10.5% | -5.1% |
| 3M | -5.1% | +8.3% | -13.4% | -8.2% |
| 6M | +21.6% | +23.9% | -2.3% | +11.7% |
| YTD | +31.6% | +59.6% | -28.0% | +10.8% |
| 1Y | +36.1% | +79.4% | -43.3% | +9.8% |
| 3Y | +66.5% | +269.4% | -203.0% | +2.9% |
| 5Y | +76.6% | +641.6% | -565.1% | -14.1% |
| All | +109.0% | +863.3% | -754.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling