+160.8%
TE vs HST
+38.1%
+122.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +9.9% |
| 7D | +18.2% | +2.0% | +16.2% | +16.7% |
| 30D | -13.5% | -5.2% | -8.3% | -10.4% |
| 3M | -44.6% | -6.2% | -38.3% | -43.8% |
| 6M | -24.7% | +20.4% | -45.1% | -33.3% |
| YTD | -24.3% | +30.6% | -54.9% | -30.4% |
| All | +160.8% | +38.1% | +122.8% | +119.1% |
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