+88.9%
TEM vs HST
+58.2%
+30.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +5.3% | -2.7% | +8.0% | +8.1% |
| 30D | +8.1% | +10.7% | -2.6% | -1.2% |
| 3M | +64.9% | +6.3% | +58.6% | +55.8% |
| 6M | +42.1% | +19.0% | +23.2% | +17.2% |
| YTD | +28.8% | +47.0% | -18.2% | -16.6% |
| 1Y | +5.5% | +53.4% | -48.0% | -35.6% |
| All | +88.9% | +58.2% | +30.8% | -1.4% |
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