+529.5%
TDG vs HST
+109.4%
+420.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.1% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | -9.3% | -0.7% | -8.6% | -9.0% |
| 3M | -7.1% | -4.0% | -3.0% | -5.5% |
| 6M | -11.2% | +20.7% | -31.8% | -19.9% |
| YTD | -15.3% | +31.0% | -46.3% | -27.1% |
| 1Y | -12.5% | +36.2% | -48.7% | -26.7% |
| 3Y | +51.2% | +66.6% | -15.4% | +9.8% |
| 5Y | +126.1% | +75.8% | +50.3% | +53.3% |
| All | +529.5% | +109.4% | +420.1% | +280.8% |
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