+54.2%
HST vs TW
+209.8%
-155.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +0.7% | -2.7% | +3.4% | +1.3% |
| 30D | -0.7% | -1.7% | +1.1% | -0.4% |
| 3M | -4.0% | +1.6% | -5.6% | -4.8% |
| 6M | +20.7% | -17.7% | +38.4% | +25.3% |
| YTD | +31.0% | -4.3% | +35.4% | +30.7% |
| 1Y | +36.2% | -13.1% | +49.3% | +39.0% |
| 3Y | +66.6% | +20.3% | +46.4% | +51.7% |
| 5Y | +75.8% | +22.0% | +53.8% | +55.7% |
| All | +54.2% | +209.8% | -155.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling