-10.3%
TEL vs HST
+54.6%
-64.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | +1.0% | +13.4% | -12.4% | -4.9% |
| 3M | +0.7% | +16.7% | -16.0% | -6.7% |
| 6M | +7.3% | +24.0% | -16.7% | -5.0% |
| YTD | -2.5% | +54.0% | -56.5% | -23.2% |
| 1Y | -10.3% | +55.0% | -65.3% | -29.9% |
| All | -10.3% | +54.6% | -64.9% | -29.9% |
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