+9,422.9%
TMO vs HST
+1,569.3%
+7,853.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | +3.6% | -2.8% | +0.1% |
| 30D | +4.0% | +11.2% | -7.2% | +1.9% |
| 3M | +17.6% | +13.1% | +4.5% | +14.8% |
| 6M | +57.3% | +23.9% | +33.4% | +50.4% |
| YTD | +21.2% | +52.3% | -31.1% | +11.1% |
| 1Y | +21.1% | +56.7% | -35.5% | +10.4% |
| 3Y | +58.8% | +87.5% | -28.7% | +39.2% |
| 5Y | +11.8% | +82.8% | -71.0% | -3.1% |
| 10Y | +376.2% | +134.6% | +241.7% | +268.8% |
| All | +9,422.9% | +1,569.3% | +7,853.6% | +4,931.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling