+86.2%
TFC vs HST
+77.0%
+9.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.2% | -2.7% | +3.9% | +2.8% |
| 30D | +8.3% | +10.7% | -2.4% | +1.6% |
| 3M | -5.2% | +6.3% | -11.4% | -8.9% |
| 6M | -0.8% | +19.0% | -19.8% | -11.9% |
| YTD | +3.4% | +47.0% | -43.6% | -20.0% |
| 1Y | +17.0% | +53.4% | -36.4% | -12.2% |
| 3Y | +86.2% | +78.0% | +8.2% | +20.4% |
| All | +86.2% | +77.0% | +9.1% | +20.4% |
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