-65.3%
TEAM vs HST
+71.5%
-136.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | 0.0% | -16.1% | -16.1% |
| 7D | -19.8% | -2.7% | -17.2% | -18.4% |
| 30D | -21.5% | +10.7% | -32.2% | -26.7% |
| 3M | +39.5% | +6.3% | +33.2% | +33.4% |
| 6M | +73.1% | +19.0% | +54.1% | +52.1% |
| YTD | -5.2% | +47.0% | -52.2% | -29.6% |
| 1Y | -1.6% | +53.4% | -55.0% | -29.3% |
| 3Y | -11.4% | +78.0% | -89.5% | -45.0% |
| All | -65.3% | +71.5% | -136.8% | -79.0% |
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 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