+886.2%
TER vs HST
+142.8%
+743.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.5% | -2.7% | -17.8% | -19.1% |
| 30D | -47.0% | +10.7% | -57.7% | -49.5% |
| 3M | -43.3% | +6.3% | -49.5% | -44.9% |
| 6M | -42.9% | +19.0% | -61.9% | -47.7% |
| YTD | +12.9% | +47.0% | -34.2% | -6.4% |
| 1Y | +18.2% | +53.4% | -35.3% | -4.2% |
| 3Y | +151.8% | +78.0% | +73.8% | +91.3% |
| 5Y | +54.2% | +71.7% | -17.5% | +17.8% |
| All | +886.2% | +142.8% | +743.4% | +599.5% |
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