+6.5%
TLT vs HST
+77.0%
-70.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +6.2% | +10.7% | -4.5% | +5.5% |
| 3M | -0.3% | +6.3% | -6.6% | -0.8% |
| 6M | -3.4% | +19.0% | -22.3% | -4.3% |
| YTD | -3.1% | +47.0% | -50.2% | -5.0% |
| 1Y | -5.2% | +53.4% | -58.7% | -7.3% |
| 3Y | +6.5% | +78.0% | -71.5% | +8.2% |
| All | +6.5% | +77.0% | -70.6% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling