+73.7%
HST vs TW
+22.4%
+51.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.6% |
| 7D | +2.0% | -3.5% | +5.5% | +2.6% |
| 30D | -5.2% | +0.5% | -5.7% | -5.4% |
| 3M | -6.2% | +4.9% | -11.2% | -7.5% |
| 6M | +20.4% | -17.1% | +37.5% | +24.6% |
| YTD | +30.6% | -3.9% | +34.5% | +30.1% |
| 1Y | +37.4% | -13.3% | +50.6% | +40.2% |
| 3Y | +66.1% | +20.9% | +45.2% | +47.2% |
| 5Y | +73.7% | +20.5% | +53.2% | +50.3% |
| All | +73.7% | +22.4% | +51.3% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling