-49.1%
TE vs HST
+51.4%
-100.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.6% | -5.3% |
| 7D | -10.5% | -1.1% | -9.4% | -8.8% |
| 30D | -32.4% | +11.6% | -44.1% | -37.5% |
| 3M | -60.9% | +9.5% | -70.4% | -63.2% |
| 6M | -62.8% | +18.9% | -81.8% | -69.8% |
| YTD | -65.7% | +51.0% | -116.7% | -73.2% |
| All | -49.1% | +51.4% | -100.5% | -59.3% |
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