+33.9%
TER vs HST
+51.4%
-17.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.1% | +10.6% |
| 7D | -5.8% | -1.1% | -4.6% | -4.2% |
| 30D | -38.9% | +11.6% | -50.5% | -42.6% |
| 3M | -35.1% | +9.5% | -44.6% | -38.3% |
| 6M | -31.6% | +18.9% | -50.5% | -40.6% |
| YTD | +27.2% | +51.0% | -23.7% | -5.5% |
| All | +33.9% | +51.4% | -17.5% | -0.5% |
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 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