+238.5%
TER vs HST
+68.9%
+169.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | -1.0% | +1.7% | +1.5% |
| 30D | -8.3% | -12.3% | +4.0% | +1.3% |
| 3M | -12.2% | -6.4% | -5.9% | -8.5% |
| 6M | +17.1% | +15.0% | +2.1% | +3.4% |
| YTD | +84.7% | +30.5% | +54.2% | +47.2% |
| 1Y | +199.9% | +35.7% | +164.3% | +129.8% |
| All | +238.5% | +68.9% | +169.6% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling