-47.3%
TE vs HST
+74.0%
-121.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -4.0% | -1.0% | -2.9% | -3.1% |
| 30D | -15.9% | -12.3% | -3.6% | -6.8% |
| 3M | -60.5% | -6.4% | -54.2% | -59.1% |
| 6M | -35.2% | +15.0% | -50.2% | -42.8% |
| YTD | -31.1% | +30.5% | -61.6% | -45.0% |
| 1Y | +148.6% | +35.7% | +113.0% | +88.8% |
| 3Y | -26.4% | +68.4% | -94.8% | -51.4% |
| All | -47.3% | +74.0% | -121.3% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling