+13,174.6%
TDG vs HST
+122.3%
+13,052.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -7.4% | -12.3% | +4.9% | -3.0% |
| 3M | -5.4% | -6.4% | +1.0% | -3.3% |
| 6M | -11.6% | +15.0% | -26.6% | -16.4% |
| YTD | -12.6% | +30.5% | -43.1% | -21.2% |
| 1Y | -9.3% | +35.7% | -45.0% | -19.8% |
| 3Y | +49.2% | +68.4% | -19.2% | +19.6% |
| 5Y | +132.1% | +73.1% | +59.0% | +81.7% |
| 10Y | +544.8% | +92.7% | +452.1% | +369.4% |
| All | +13,174.6% | +122.3% | +13,052.3% | +7,485.0% |
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