+460.1%
TEAM vs HST
+142.8%
+317.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | 0.0% | -16.1% | -16.1% |
| 7D | -19.8% | -2.7% | -17.2% | -19.2% |
| 30D | -21.5% | +10.7% | -32.2% | -23.9% |
| 3M | +39.5% | +6.3% | +33.2% | +36.8% |
| 6M | +73.1% | +19.0% | +54.1% | +63.7% |
| YTD | -5.2% | +47.0% | -52.2% | -16.5% |
| 1Y | -1.6% | +53.4% | -55.0% | -14.5% |
| 3Y | -11.4% | +78.0% | -89.5% | -26.5% |
| 5Y | -65.1% | +71.7% | -136.8% | -70.6% |
| All | +460.1% | +142.8% | +317.2% | +376.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling