+38.9%
TEL vs HST
+72.3%
-33.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -1.4% |
| 30D | -4.1% | +10.7% | -14.8% | -8.6% |
| 3M | -3.4% | +6.3% | -9.6% | -6.3% |
| 6M | -3.5% | +19.0% | -22.5% | -11.7% |
| YTD | -8.0% | +47.0% | -55.1% | -24.2% |
| 1Y | -13.7% | +53.4% | -67.2% | -30.4% |
| 3Y | +71.9% | +78.0% | -6.1% | +26.1% |
| All | +38.9% | +72.3% | -33.4% | +2.1% |
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