+326.1%
TPR vs HST
+92.5%
+233.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -2.3% | -1.0% | -1.3% | -1.7% |
| 30D | -23.0% | -12.3% | -10.7% | -16.7% |
| 3M | -12.5% | -6.4% | -6.1% | -9.2% |
| 6M | -21.4% | +15.0% | -36.4% | -28.6% |
| YTD | -3.5% | +30.5% | -34.0% | -19.2% |
| 1Y | +17.4% | +35.7% | -18.3% | -4.9% |
| 3Y | +291.3% | +68.4% | +222.9% | +171.4% |
| 5Y | +241.9% | +73.1% | +168.8% | +125.3% |
| All | +326.1% | +92.5% | +233.6% | +153.2% |
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 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