+126.5%
TDG vs HST
+75.9%
+50.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -8.0% | -2.8% | -5.2% | -7.0% |
| 3M | -10.5% | -6.5% | -4.0% | -8.2% |
| 6M | -11.9% | +20.7% | -32.6% | -19.2% |
| YTD | -15.4% | +30.5% | -45.8% | -25.1% |
| 1Y | -14.2% | +36.8% | -51.0% | -26.1% |
| 3Y | +51.0% | +65.9% | -14.8% | +14.9% |
| 5Y | +126.5% | +73.9% | +52.6% | +61.8% |
| All | +126.5% | +75.9% | +50.6% | +61.8% |
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 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