+79.3%
HST vs TW
+298.0%
-218.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +3.6% | +3.2% | +0.4% | +2.9% |
| 30D | +9.9% | +19.7% | -9.8% | +5.7% |
| 3M | +12.9% | +26.8% | -13.9% | +7.1% |
| 6M | +22.9% | +20.9% | +2.0% | +17.3% |
| YTD | +52.4% | +22.9% | +29.5% | +43.9% |
| 1Y | +52.5% | +20.4% | +32.2% | +44.7% |
| 3Y | +87.4% | +42.9% | +44.6% | +65.3% |
| 5Y | +82.9% | +40.2% | +42.7% | +57.8% |
| All | +79.3% | +298.0% | -218.7% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling