-21.7%
TLT vs HST
+97.2%
-118.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.5% |
| 30D | -0.6% | -12.3% | +11.7% | -1.2% |
| 3M | -2.7% | -6.4% | +3.6% | -3.0% |
| 6M | -5.6% | +15.0% | -20.6% | -4.9% |
| YTD | -2.8% | +30.5% | -33.3% | -1.3% |
| 1Y | -1.4% | +35.7% | -37.1% | +0.3% |
| 3Y | -1.6% | +68.4% | -70.0% | +2.0% |
| 5Y | -33.8% | +73.1% | -106.9% | -30.3% |
| All | -21.7% | +97.2% | -118.8% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling