-79.7%
TE vs HST
+71.5%
-151.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.6% | -2.7% | -9.9% | -10.0% |
| 30D | -36.7% | +10.7% | -47.4% | -41.7% |
| 3M | -57.5% | +6.3% | -63.7% | -59.5% |
| 6M | -55.2% | +19.0% | -74.2% | -61.3% |
| YTD | -64.7% | +47.0% | -111.7% | -74.4% |
| 1Y | -35.9% | +53.4% | -89.3% | -55.5% |
| 3Y | -31.8% | +78.0% | -109.8% | -57.5% |
| All | -79.7% | +71.5% | -151.2% | -87.7% |
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