+108.5%
HST vs TRU
+247.6%
-139.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +3.0% |
| 7D | +0.6% | +4.6% | -4.0% | -1.3% |
| 30D | +14.5% | +25.4% | -11.0% | +3.6% |
| 3M | +15.4% | +4.0% | +11.5% | +12.2% |
| 6M | +22.0% | +14.5% | +7.5% | +12.7% |
| YTD | +54.9% | -3.7% | +58.6% | +51.6% |
| 1Y | +54.0% | +2.8% | +51.2% | +46.1% |
| 3Y | +90.4% | +58.5% | +31.9% | +39.7% |
| 5Y | +84.2% | -25.0% | +109.3% | +86.4% |
| 10Y | +144.6% | +186.0% | -41.4% | +43.9% |
| All | +108.5% | +247.6% | -139.1% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling