-50.0%
TE vs HST
+63.3%
-113.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | -7.5% | -2.8% | -4.8% | -6.6% |
| 3M | -42.0% | -6.5% | -35.5% | -40.8% |
| 6M | -31.4% | +20.7% | -52.1% | -36.1% |
| YTD | -26.5% | +30.5% | -56.9% | -33.3% |
| 1Y | +153.1% | +36.8% | +116.3% | +124.4% |
| 3Y | -20.7% | +65.9% | -86.6% | -32.4% |
| 5Y | -45.4% | +73.9% | -119.4% | -52.8% |
| All | -50.0% | +63.3% | -113.3% | -56.7% |
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