+6,009.4%
TGT vs HST
+1,511.7%
+4,497.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.6% | -2.7% | +5.3% | +3.4% |
| 30D | +5.0% | +10.7% | -5.7% | +2.0% |
| 3M | +8.5% | +6.3% | +2.3% | +6.6% |
| 6M | +23.8% | +19.0% | +4.8% | +17.7% |
| YTD | +66.5% | +47.0% | +19.5% | +49.2% |
| 1Y | +84.9% | +53.4% | +31.4% | +63.7% |
| 3Y | +59.2% | +78.0% | -18.8% | +35.1% |
| 5Y | -27.2% | +71.7% | -98.9% | -38.4% |
| 10Y | +221.5% | +146.2% | +75.3% | +127.8% |
| All | +6,009.4% | +1,511.7% | +4,497.7% | +2,032.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling