+73.9%
HST vs TRU
-36.4%
+110.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -0.3% | -6.5% | +6.2% | +1.8% |
| 30D | -2.8% | -2.5% | -0.3% | -2.2% |
| 3M | -6.5% | +10.4% | -16.8% | -10.3% |
| 6M | +20.7% | +1.6% | +19.1% | +18.4% |
| YTD | +30.5% | -9.7% | +40.1% | +32.2% |
| 1Y | +36.8% | -17.3% | +54.0% | +42.3% |
| 3Y | +65.9% | -1.8% | +67.7% | +56.8% |
| 5Y | +73.9% | -36.2% | +110.1% | +89.8% |
| All | +73.9% | -36.4% | +110.3% | +89.8% |
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