+50.7%
TEL vs HST
+72.4%
-21.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -1.4% | +2.0% | -3.4% | -2.4% |
| 30D | -4.9% | -5.2% | +0.4% | -2.5% |
| 3M | +0.1% | -6.2% | +6.3% | +2.9% |
| 6M | +0.4% | +20.4% | -20.1% | -8.9% |
| YTD | -8.9% | +30.6% | -39.5% | -20.6% |
| 1Y | -0.3% | +37.4% | -37.7% | -15.6% |
| 3Y | +67.6% | +66.1% | +1.5% | +26.6% |
| 5Y | +50.7% | +73.7% | -23.0% | +8.5% |
| All | +50.7% | +72.4% | -21.8% | +8.5% |
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 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