+78.0%
HST vs TSLQ
-97.2%
+175.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.7% |
| 7D | +0.7% | +5.7% | -5.0% | +1.3% |
| 30D | -0.7% | -21.1% | +20.4% | -2.6% |
| 3M | -4.0% | -11.5% | +7.5% | -3.7% |
| 6M | +20.7% | -14.9% | +35.6% | +21.8% |
| YTD | +31.0% | +2.4% | +28.6% | +35.5% |
| 1Y | +36.2% | -49.8% | +86.0% | +32.0% |
| 3Y | +66.6% | -95.8% | +162.5% | +44.0% |
| All | +78.0% | -97.2% | +175.2% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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