+18.8%
TMO vs HST
+65.3%
-46.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +1.0% | -2.8% | +3.8% | +2.0% |
| 3M | +22.7% | -6.5% | +29.2% | +25.1% |
| 6M | +19.0% | +20.7% | -1.7% | +8.9% |
| YTD | +4.7% | +30.5% | -25.7% | -7.5% |
| 1Y | +26.0% | +36.8% | -10.8% | +8.7% |
| All | +18.8% | +65.3% | -46.5% | -7.3% |
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