-22.5%
TGT vs HST
+76.1%
-98.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.6% | +2.0% | -2.6% | -1.5% |
| 30D | +9.5% | -5.2% | +14.8% | +12.1% |
| 3M | +32.3% | -6.2% | +38.5% | +35.7% |
| 6M | +37.0% | +20.4% | +16.6% | +24.9% |
| YTD | +71.0% | +30.6% | +40.4% | +49.8% |
| 1Y | +85.0% | +37.4% | +47.7% | +57.8% |
| 3Y | +46.8% | +66.1% | -19.3% | +13.1% |
| All | -22.5% | +76.1% | -98.6% | -39.5% |
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