+210.0%
TGT vs HST
+143.8%
+66.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +0.5% | -1.3% | +1.7% | +0.8% |
| 30D | +6.7% | +13.4% | -6.7% | +2.9% |
| 3M | +8.4% | +16.7% | -8.3% | +3.8% |
| 6M | +40.7% | +24.0% | +16.7% | +32.1% |
| YTD | +72.2% | +54.0% | +18.3% | +51.9% |
| 1Y | +86.2% | +55.0% | +31.1% | +63.8% |
| 3Y | +68.8% | +89.3% | -20.5% | +40.2% |
| 5Y | -25.2% | +85.4% | -110.6% | -38.0% |
| 10Y | +210.0% | +137.1% | +72.9% | +144.0% |
| All | +210.0% | +143.8% | +66.2% | +144.0% |
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