+78.5%
TGT vs HST
+37.1%
+41.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | +3.0% | -0.7% | +3.7% | +3.3% |
| 3M | +22.6% | -4.0% | +26.6% | +23.9% |
| 6M | +31.2% | +20.7% | +10.5% | +22.6% |
| YTD | +63.7% | +31.0% | +32.7% | +47.8% |
| 1Y | +78.5% | +36.2% | +42.3% | +58.8% |
| All | +78.5% | +37.1% | +41.4% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling