+1,006.2%
TER vs HST
+143.2%
+863.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.5% |
| 7D | -8.9% | +0.6% | -9.5% | -8.8% |
| 30D | -39.1% | +14.5% | -53.5% | -42.8% |
| 3M | -32.8% | +15.4% | -48.2% | -37.2% |
| 6M | -31.7% | +22.0% | -53.7% | -38.2% |
| YTD | +26.9% | +54.9% | -27.9% | +2.7% |
| 1Y | +33.6% | +54.0% | -20.4% | +8.2% |
| 3Y | +181.5% | +90.4% | +91.1% | +107.3% |
| 5Y | +76.1% | +84.2% | -8.1% | +30.4% |
| 10Y | +1,006.2% | +144.6% | +861.6% | +663.3% |
| All | +1,006.2% | +143.2% | +863.0% | +663.3% |
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