+65.3%
T vs HST
+97.7%
-32.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | +7.6% | -5.2% | +12.8% | +8.7% |
| 3M | +15.3% | -6.2% | +21.5% | +16.6% |
| 6M | -8.5% | +20.4% | -28.9% | -12.2% |
| YTD | +6.8% | +30.6% | -23.9% | +0.5% |
| 1Y | -7.2% | +37.4% | -44.6% | -13.8% |
| 3Y | +108.2% | +66.1% | +42.1% | +82.1% |
| 5Y | +66.1% | +73.7% | -7.7% | +40.0% |
| 10Y | +65.3% | +99.8% | -34.5% | +30.1% |
| All | +65.3% | +97.7% | -32.4% | +30.1% |
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