+57.0%
T vs HST
+83.0%
-26.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.6% | +3.6% | -2.0% | +1.2% |
| 30D | -2.9% | +9.9% | -12.8% | -4.0% |
| 3M | -7.5% | +12.9% | -20.4% | -8.9% |
| 6M | -9.9% | +22.9% | -32.8% | -12.2% |
| YTD | -6.4% | +52.4% | -58.9% | -11.5% |
| 1Y | -9.4% | +52.5% | -61.9% | -14.4% |
| 3Y | +64.9% | +87.4% | -22.6% | +48.8% |
| 5Y | +57.0% | +82.9% | -26.0% | +42.1% |
| All | +57.0% | +83.0% | -26.1% | +42.1% |
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 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