+379.0%
HST vs TRI
+584.3%
-205.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | -2.9% | +6.5% | +5.3% |
| 30D | +11.2% | +3.7% | +7.5% | +7.1% |
| 3M | +13.1% | +3.7% | +9.4% | +7.1% |
| 6M | +23.9% | +35.1% | -11.2% | -6.1% |
| YTD | +52.3% | -14.0% | +66.3% | +49.3% |
| 1Y | +56.7% | -19.0% | +75.6% | +60.3% |
| 3Y | +87.5% | -12.0% | +99.5% | +70.0% |
| 5Y | +82.8% | +0.6% | +82.1% | +46.5% |
| 10Y | +134.6% | +225.4% | -90.9% | -33.0% |
| All | +379.0% | +584.3% | -205.3% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling