+356.2%
TPR vs HST
+133.7%
+222.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.3% | +3.6% | -3.9% | -2.5% |
| 30D | +15.1% | +11.2% | +3.9% | +7.2% |
| 3M | +3.5% | +13.1% | -9.6% | -4.7% |
| 6M | +0.4% | +23.9% | -23.5% | -13.4% |
| YTD | +4.6% | +52.3% | -47.7% | -21.0% |
| 1Y | +33.1% | +56.7% | -23.6% | -1.5% |
| 3Y | +396.0% | +87.5% | +308.5% | +220.7% |
| 5Y | +230.3% | +82.8% | +147.5% | +109.4% |
| All | +356.2% | +133.7% | +222.5% | +144.8% |
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