+50.0%
TDG vs HST
+65.3%
-15.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -8.0% | -2.8% | -5.2% | -7.2% |
| 3M | -10.5% | -6.5% | -4.0% | -8.8% |
| 6M | -11.9% | +20.7% | -32.6% | -17.2% |
| YTD | -15.4% | +30.5% | -45.8% | -22.5% |
| 1Y | -14.2% | +36.8% | -51.0% | -22.9% |
| All | +50.0% | +65.3% | -15.3% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling