+129.9%
HST vs TRGP
+2,231.3%
-2,101.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -12.3% | +11.5% | -23.8% | -15.5% |
| 3M | -6.4% | +9.0% | -15.3% | -9.5% |
| 6M | +15.0% | +20.5% | -5.5% | +7.2% |
| YTD | +30.5% | +59.5% | -29.0% | +11.3% |
| 1Y | +35.7% | +77.9% | -42.2% | +11.4% |
| 3Y | +68.4% | +253.6% | -185.2% | +9.5% |
| 5Y | +73.1% | +615.5% | -542.3% | -10.1% |
| 10Y | +92.7% | +897.1% | -804.4% | -26.2% |
| All | +129.9% | +2,231.3% | -2,101.4% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling