-5.6%
TLT vs HST
+76.4%
-82.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.0% | +3.3% | -2.4% | +0.6% |
| 30D | +6.0% | +16.4% | -10.3% | +4.3% |
| 3M | -0.9% | +5.5% | -6.4% | -1.6% |
| 6M | -2.3% | +31.1% | -33.4% | -5.0% |
| YTD | -3.3% | +55.9% | -59.2% | -7.4% |
| 1Y | -5.6% | +75.6% | -81.2% | -10.6% |
| All | -5.6% | +76.4% | -82.0% | -10.6% |
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