+77.3%
HST vs TSLQ
-97.0%
+174.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +1.4% |
| 7D | -1.0% | -5.8% | +4.8% | -1.4% |
| 30D | -12.3% | -22.1% | +9.8% | -14.1% |
| 3M | -6.4% | +10.1% | -16.4% | -3.9% |
| 6M | +15.0% | -6.8% | +21.8% | +17.1% |
| YTD | +30.5% | +8.5% | +22.0% | +35.6% |
| 1Y | +35.7% | -49.7% | +85.4% | +31.4% |
| 3Y | +68.4% | -95.6% | +164.0% | +45.9% |
| All | +77.3% | -97.0% | +174.3% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling