-11.8%
TLT vs HST
+143.8%
-155.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.0% | -1.3% | +0.2% | -1.1% |
| 30D | +3.7% | +13.4% | -9.7% | +4.4% |
| 3M | -0.8% | +16.7% | -17.5% | 0.0% |
| 6M | -3.6% | +24.0% | -27.6% | -2.4% |
| YTD | -3.9% | +54.0% | -57.9% | -1.6% |
| 1Y | -6.2% | +55.0% | -61.3% | -3.9% |
| 3Y | +4.2% | +89.3% | -85.2% | +8.6% |
| 5Y | -34.7% | +85.4% | -120.1% | -31.2% |
| 10Y | -11.8% | +137.1% | -149.0% | -2.7% |
| All | -11.8% | +143.8% | -155.6% | -2.7% |
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