+98.6%
TFC vs HST
+97.7%
+0.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +2.2% | +2.0% | +0.3% | +1.1% |
| 30D | -2.5% | -5.2% | +2.8% | +0.5% |
| 3M | +4.5% | -6.2% | +10.8% | +8.1% |
| 6M | +11.0% | +20.4% | -9.5% | -1.2% |
| YTD | +5.9% | +30.6% | -24.7% | -10.1% |
| 1Y | +14.6% | +37.4% | -22.8% | -5.9% |
| 3Y | +96.7% | +66.1% | +30.6% | +43.5% |
| 5Y | +15.6% | +73.7% | -58.1% | -21.6% |
| 10Y | +98.6% | +99.8% | -1.2% | +13.7% |
| All | +98.6% | +97.7% | +0.9% | +13.7% |
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 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