-16.6%
TLT vs HST
+142.8%
-159.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | 0.0% |
| 30D | +6.2% | +10.7% | -4.5% | +6.7% |
| 3M | +0.1% | +6.3% | -6.2% | +0.4% |
| 6M | -3.0% | +19.0% | -21.9% | -2.0% |
| YTD | -2.7% | +47.0% | -49.8% | -0.6% |
| 1Y | -4.8% | +53.4% | -58.3% | -2.5% |
| 3Y | +6.9% | +78.0% | -71.1% | +11.1% |
| 5Y | -34.5% | +71.7% | -106.1% | -31.3% |
| All | -16.6% | +142.8% | -159.4% | -7.6% |
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