-1.6%
TEL vs HST
+36.5%
-38.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 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% | -8.0% |
| YTD | -9.1% | +30.5% | -39.5% | -17.5% |
| All | -1.6% | +36.5% | -38.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling