+84.2%
HST vs TRU
-26.3%
+110.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.9% |
| 7D | +0.6% | +4.6% | -4.0% | -0.9% |
| 30D | +14.5% | +25.4% | -11.0% | +5.8% |
| 3M | +15.4% | +4.0% | +11.5% | +13.0% |
| 6M | +22.0% | +14.5% | +7.5% | +14.7% |
| YTD | +54.9% | -3.7% | +58.6% | +52.8% |
| 1Y | +54.0% | +2.8% | +51.2% | +48.1% |
| 3Y | +90.4% | +58.5% | +31.9% | +49.8% |
| 5Y | +84.2% | -25.0% | +109.3% | +96.2% |
| All | +84.2% | -26.3% | +110.6% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling