+0.8%
TFC vs HST
+82.3%
-81.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +2.3% | +3.6% | -1.3% | +0.3% |
| 30D | +10.8% | +11.2% | -0.4% | +4.4% |
| 3M | -3.8% | +13.1% | -16.9% | -10.3% |
| 6M | +9.6% | +23.9% | -14.3% | -3.3% |
| YTD | +5.8% | +52.3% | -46.5% | -17.0% |
| 1Y | +16.2% | +56.7% | -40.5% | -10.3% |
| 3Y | +96.0% | +87.5% | +8.5% | +35.9% |
| All | +0.8% | +82.3% | -81.5% | -30.5% |
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