+171.2%
HST vs TRGP
+2,254.6%
-2,083.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.7% |
| 7D | -1.3% | +2.4% | -3.6% | -2.0% |
| 30D | +13.4% | +0.8% | +12.5% | +12.7% |
| 3M | +16.7% | +10.4% | +6.3% | +12.6% |
| 6M | +24.0% | +16.3% | +7.8% | +16.9% |
| YTD | +54.0% | +61.1% | -7.2% | +30.3% |
| 1Y | +55.0% | +71.6% | -16.6% | +28.6% |
| 3Y | +89.3% | +267.5% | -178.1% | +21.4% |
| 5Y | +85.4% | +488.1% | -402.7% | +1.8% |
| 10Y | +137.1% | +803.8% | -666.6% | -6.9% |
| All | +171.2% | +2,254.6% | -2,083.5% | -46.6% |
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