+1,077.0%
TER vs HST
+143.8%
+933.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.6% |
| 7D | +5.9% | -1.3% | +7.2% | +7.0% |
| 30D | -30.8% | +13.4% | -44.1% | -34.7% |
| 3M | -29.9% | +16.7% | -46.6% | -34.9% |
| 6M | -27.5% | +24.0% | -51.5% | -34.8% |
| YTD | +37.5% | +54.0% | -16.5% | +11.5% |
| 1Y | +50.3% | +55.0% | -4.8% | +21.3% |
| 3Y | +204.9% | +89.3% | +115.5% | +125.1% |
| 5Y | +89.2% | +85.4% | +3.7% | +39.8% |
| 10Y | +1,077.0% | +137.1% | +939.8% | +711.5% |
| All | +1,077.0% | +143.8% | +933.1% | +711.5% |
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