+1,872.1%
T vs HST
+1,330.6%
+541.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | -1.0% | -0.2% | -1.1% |
| 30D | +11.4% | -12.3% | +23.6% | +13.8% |
| 3M | +14.3% | -6.4% | +20.6% | +15.4% |
| 6M | -9.3% | +15.0% | -24.3% | -11.8% |
| YTD | +7.1% | +30.5% | -23.4% | +1.7% |
| 1Y | -9.1% | +35.7% | -44.8% | -14.4% |
| 3Y | +105.3% | +68.4% | +37.0% | +83.2% |
| 5Y | +66.8% | +73.1% | -6.3% | +45.6% |
| 10Y | +66.8% | +92.7% | -25.9% | +36.7% |
| All | +1,872.1% | +1,330.6% | +541.5% | +907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling