+77.9%
TEM vs HST
+63.8%
+14.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -5.9% | +3.6% | -9.4% | -8.8% |
| 30D | +4.8% | +11.2% | -6.4% | -4.5% |
| 3M | +31.9% | +13.1% | +18.8% | +18.1% |
| 6M | +56.0% | +23.9% | +32.1% | +23.9% |
| YTD | +21.3% | +52.3% | -31.0% | -24.0% |
| 1Y | +5.4% | +56.7% | -51.3% | -36.5% |
| All | +77.9% | +63.8% | +14.1% | -10.1% |
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 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