+201.6%
TGT vs HST
+133.7%
+67.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.6% | +3.6% | -0.9% | +1.6% |
| 30D | +4.7% | +11.2% | -6.5% | +1.6% |
| 3M | +4.6% | +13.1% | -8.5% | +0.9% |
| 6M | +34.9% | +23.9% | +11.0% | +26.6% |
| YTD | +70.9% | +52.3% | +18.6% | +51.2% |
| 1Y | +84.4% | +56.7% | +27.7% | +61.8% |
| 3Y | +69.1% | +87.5% | -18.4% | +40.9% |
| 5Y | -26.9% | +82.8% | -109.7% | -39.2% |
| All | +201.6% | +133.7% | +67.9% | +142.1% |
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