+631.8%
TEAM vs HST
+147.9%
+483.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.0% |
| 3M | +39.5% | +6.3% | +33.2% | +36.6% |
| 6M | +73.1% | +19.0% | +54.1% | +63.2% |
| YTD | -5.2% | +47.0% | -52.2% | -17.1% |
| 1Y | -1.6% | +53.4% | -55.0% | -15.1% |
| 3Y | -11.4% | +78.0% | -89.5% | -27.3% |
| 5Y | -65.1% | +71.7% | -136.8% | -70.9% |
| 10Y | +471.3% | +146.2% | +325.1% | +306.1% |
| All | +631.8% | +147.9% | +483.9% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling