-78.9%
TE vs HST
+93.9%
-172.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -10.6% |
| 7D | -26.9% | +0.6% | -27.4% | -26.9% |
| 30D | -38.9% | +14.5% | -53.4% | -42.0% |
| 3M | -61.0% | +15.4% | -76.4% | -63.1% |
| 6M | -66.4% | +22.0% | -88.4% | -68.9% |
| YTD | -69.0% | +54.9% | -123.9% | -73.7% |
| 1Y | -54.0% | +54.0% | -108.0% | -60.9% |
| 3Y | +38.0% | +90.4% | -52.4% | +11.1% |
| 5Y | -81.0% | +84.2% | -165.2% | -84.5% |
| All | -78.9% | +93.9% | -172.8% | -82.9% |
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