+53.4%
T vs HST
+71.5%
-18.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.0% | -2.7% | +3.7% | +1.3% |
| 30D | -10.6% | +10.7% | -21.3% | -11.7% |
| 3M | -7.7% | +6.3% | -14.0% | -8.5% |
| 6M | -13.3% | +19.0% | -32.3% | -15.2% |
| YTD | -8.8% | +47.0% | -55.8% | -13.3% |
| 1Y | -8.4% | +53.4% | -61.8% | -13.5% |
| 3Y | +59.6% | +78.0% | -18.4% | +45.2% |
| All | +53.4% | +71.5% | -18.1% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling