-35.1%
TLT vs HST
+83.0%
-118.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.7% | +3.6% | -6.3% | -2.8% |
| 30D | +2.2% | +9.9% | -7.8% | +1.9% |
| 3M | -1.7% | +12.9% | -14.7% | -2.0% |
| 6M | -4.0% | +22.9% | -26.8% | -4.4% |
| YTD | -4.9% | +52.4% | -57.4% | -5.6% |
| 1Y | -7.4% | +52.5% | -59.9% | -8.1% |
| 3Y | +3.0% | +87.4% | -84.4% | +2.3% |
| 5Y | -35.1% | +82.9% | -118.0% | -35.4% |
| All | -35.1% | +83.0% | -118.1% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling