+199.8%
TER vs HST
+38.1%
+161.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -8.3% | -12.3% | +3.9% | -1.2% |
| 3M | -12.2% | -6.4% | -5.9% | -10.2% |
| 6M | +17.0% | +15.0% | +2.0% | +4.5% |
| YTD | +84.6% | +30.5% | +54.1% | +58.8% |
| 1Y | +199.8% | +35.7% | +164.1% | +135.7% |
| All | +199.8% | +38.1% | +161.7% | +135.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling