+8,410.9%
TER vs HST
+1,512.4%
+6,898.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.7% | -9.6% | -13.0% |
| 7D | -28.2% | -4.2% | -24.0% | -26.7% |
| 30D | -50.6% | +9.6% | -60.1% | -52.3% |
| 3M | -45.3% | -1.1% | -44.2% | -45.1% |
| 6M | -40.4% | +21.1% | -61.5% | -44.8% |
| YTD | +10.0% | +47.1% | -37.1% | -5.5% |
| 1Y | +13.6% | +64.0% | -50.4% | -6.8% |
| 3Y | +145.2% | +77.1% | +68.1% | +97.0% |
| 5Y | +50.4% | +71.8% | -21.4% | +21.2% |
| 10Y | +882.9% | +146.3% | +736.6% | +536.3% |
| All | +8,410.9% | +1,512.4% | +6,898.5% | +2,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling