+1,671.4%
TER vs HST
+97.2%
+1,574.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | -1.0% | +1.7% | +1.2% |
| 30D | -8.3% | -12.3% | +4.0% | -2.4% |
| 3M | -12.2% | -6.4% | -5.9% | -9.7% |
| 6M | +17.1% | +15.0% | +2.1% | +9.3% |
| YTD | +84.7% | +30.5% | +54.2% | +62.2% |
| 1Y | +199.9% | +35.7% | +164.3% | +157.4% |
| 3Y | +232.8% | +68.4% | +164.4% | +160.3% |
| 5Y | +198.6% | +73.1% | +125.5% | +130.4% |
| All | +1,671.4% | +97.2% | +1,574.3% | +1,214.2% |
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