+454.5%
TEAM vs HST
+143.8%
+310.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -19.7% | -1.3% | -18.5% | -19.5% |
| 30D | -26.6% | +13.4% | -40.0% | -29.4% |
| 3M | -1.1% | +16.7% | -17.8% | -5.7% |
| 6M | +74.6% | +24.0% | +50.6% | +63.0% |
| YTD | -6.0% | +54.0% | -59.9% | -18.4% |
| 1Y | -3.2% | +55.0% | -58.3% | -16.2% |
| 3Y | -13.5% | +89.3% | -102.9% | -29.6% |
| 5Y | -65.5% | +85.4% | -150.9% | -71.5% |
| 10Y | +454.5% | +137.1% | +317.4% | +356.0% |
| All | +454.5% | +143.8% | +310.7% | +356.0% |
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