+718.1%
TEL vs HST
+118.9%
+599.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -0.2% | +14.5% | -14.7% | -5.3% |
| 3M | +2.0% | +15.4% | -13.4% | -3.6% |
| 6M | +6.4% | +22.0% | -15.6% | -1.8% |
| YTD | -3.2% | +54.9% | -58.1% | -18.7% |
| 1Y | -11.2% | +54.0% | -65.1% | -25.2% |
| 3Y | +79.8% | +90.4% | -10.7% | +37.9% |
| 5Y | +46.6% | +84.2% | -37.7% | +11.5% |
| 10Y | +288.1% | +144.6% | +143.5% | +147.7% |
| All | +718.1% | +118.9% | +599.1% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling