+48.4%
TGT vs HST
+68.5%
-20.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | +12.2% | -12.3% | +24.4% | +19.5% |
| 3M | +33.8% | -6.4% | +40.2% | +37.7% |
| 6M | +39.3% | +15.0% | +24.3% | +28.1% |
| YTD | +72.9% | +30.5% | +42.3% | +47.8% |
| 1Y | +84.6% | +35.7% | +48.9% | +53.9% |
| All | +48.4% | +68.5% | -20.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling