+122.6%
HST vs TRU
+182.8%
-60.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.6% | -2.2% | +5.8% | +4.5% |
| 30D | +9.9% | +20.2% | -10.3% | +1.2% |
| 3M | +12.9% | +2.2% | +10.7% | +10.6% |
| 6M | +22.9% | +17.6% | +5.3% | +12.1% |
| YTD | +52.4% | -5.0% | +57.4% | +50.0% |
| 1Y | +52.5% | -1.0% | +53.5% | +47.2% |
| 3Y | +87.4% | +56.5% | +30.9% | +37.2% |
| 5Y | +82.9% | -26.2% | +109.2% | +88.0% |
| All | +122.6% | +182.8% | -60.2% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling