+75.7%
HST vs TRU
+238.0%
-162.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +2.8% |
| 7D | -1.0% | -6.8% | +5.7% | +1.7% |
| 30D | -12.3% | 0.0% | -12.3% | -12.5% |
| 3M | -6.4% | +13.3% | -19.7% | -12.2% |
| 6M | +15.0% | +3.4% | +11.6% | +11.3% |
| YTD | +30.5% | -6.4% | +36.9% | +30.4% |
| 1Y | +35.7% | -9.7% | +45.4% | +36.3% |
| 3Y | +68.4% | +0.1% | +68.2% | +51.9% |
| 5Y | +73.1% | -34.0% | +107.2% | +88.0% |
| 10Y | +92.7% | +147.9% | -55.1% | +20.9% |
| All | +75.7% | +238.0% | -162.3% | +2.3% |
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