+299.4%
TEL vs HST
+101.1%
+198.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -4.1% | -2.8% | -1.3% | -3.1% |
| 3M | -2.6% | -6.5% | +3.9% | +0.1% |
| 6M | 0.0% | +20.7% | -20.7% | -8.4% |
| YTD | -9.1% | +30.5% | -39.5% | -19.6% |
| 1Y | -0.8% | +36.8% | -37.6% | -14.6% |
| 3Y | +67.4% | +65.9% | +1.5% | +30.7% |
| 5Y | +51.8% | +73.9% | -22.2% | +13.5% |
| 10Y | +299.4% | +107.0% | +192.4% | +159.8% |
| All | +299.4% | +101.1% | +198.4% | +159.8% |
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