+90.4%
HST vs TRGP
+252.5%
-162.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.0% |
| 7D | +0.6% | -5.8% | +6.4% | +1.8% |
| 30D | +14.5% | -1.5% | +16.0% | +14.5% |
| 3M | +15.4% | +6.1% | +9.3% | +13.2% |
| 6M | +22.0% | +14.4% | +7.6% | +16.4% |
| YTD | +54.9% | +55.3% | -0.5% | +32.9% |
| 1Y | +54.0% | +69.1% | -15.1% | +28.3% |
| 3Y | +90.4% | +254.3% | -163.9% | +26.9% |
| All | +90.4% | +252.5% | -162.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling