-45.3%
TE vs HST
+53.2%
-98.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -19.1% | +3.6% | -22.6% | -21.7% |
| 30D | -34.1% | +11.2% | -45.3% | -38.9% |
| 3M | -60.1% | +13.1% | -73.2% | -63.5% |
| 6M | -66.0% | +23.9% | -89.9% | -72.9% |
| YTD | -71.4% | +52.3% | -123.7% | -76.5% |
| 1Y | -45.3% | +56.7% | -101.9% | -53.6% |
| All | -45.3% | +53.2% | -98.5% | -53.6% |
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