+17.3%
TFC vs HST
+74.0%
-56.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | -1.0% | +3.5% | +3.0% |
| 30D | -1.3% | -12.3% | +11.0% | +5.8% |
| 3M | +6.1% | -6.4% | +12.4% | +9.5% |
| 6M | +7.3% | +15.0% | -7.7% | -1.4% |
| YTD | +8.2% | +30.5% | -22.3% | -7.4% |
| 1Y | +14.4% | +35.7% | -21.2% | -4.5% |
| 3Y | +93.7% | +68.4% | +25.3% | +43.1% |
| All | +17.3% | +74.0% | -56.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling