+73.9%
HST vs TRI
-10.1%
+84.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.2% |
| 7D | -0.3% | -8.4% | +8.1% | +1.1% |
| 30D | -2.8% | -6.5% | +3.7% | -1.9% |
| 3M | -6.5% | +18.6% | -25.1% | -10.7% |
| 6M | +20.7% | -10.4% | +31.2% | +22.6% |
| YTD | +30.5% | -23.7% | +54.2% | +39.7% |
| 1Y | +36.8% | -42.5% | +79.2% | +62.8% |
| 3Y | +65.9% | -19.3% | +85.2% | +60.7% |
| 5Y | +73.9% | -9.7% | +83.6% | +50.1% |
| All | +73.9% | -10.1% | +84.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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