+59.7%
TEM vs HST
+40.5%
+19.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +3.2% | +2.0% | +1.3% | +1.3% |
| 30D | +23.5% | -5.2% | +28.8% | +29.4% |
| 3M | +32.3% | -6.2% | +38.5% | +37.8% |
| 6M | +23.0% | +20.4% | +2.6% | -2.3% |
| YTD | +8.9% | +30.6% | -21.8% | -21.6% |
| 1Y | -19.9% | +37.4% | -57.2% | -46.9% |
| All | +59.7% | +40.5% | +19.2% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling