-25.8%
TE vs HST
+76.4%
-102.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.4% |
| 7D | +3.8% | +3.3% | +0.5% | +1.6% |
| 30D | -26.2% | +16.4% | -42.6% | -33.6% |
| 3M | -49.7% | +5.5% | -55.2% | -51.7% |
| 6M | -46.5% | +31.1% | -77.6% | -57.3% |
| YTD | -59.1% | +55.9% | -115.1% | -66.7% |
| 1Y | -25.8% | +75.6% | -101.4% | -39.5% |
| All | -25.8% | +76.4% | -102.2% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling