+54.1%
T vs HST
+144.9%
-90.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | -1.7% | +11.6% | -13.3% | -3.9% |
| 3M | -7.3% | +9.5% | -16.8% | -9.1% |
| 6M | -11.2% | +18.9% | -30.1% | -14.5% |
| YTD | -8.1% | +51.0% | -59.0% | -15.9% |
| 1Y | -8.0% | +53.0% | -61.0% | -16.2% |
| 3Y | +62.1% | +87.5% | -25.4% | +38.7% |
| 5Y | +55.7% | +76.7% | -21.0% | +31.8% |
| 10Y | +54.1% | +137.9% | -83.8% | +20.2% |
| All | +54.1% | +144.9% | -90.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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