+371.7%
TPR vs HST
+143.8%
+227.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | +6.4% | -1.3% | +7.7% | +6.8% |
| 30D | +13.8% | +13.4% | +0.4% | +4.6% |
| 3M | -16.6% | +16.7% | -33.3% | -24.8% |
| 6M | +0.7% | +24.0% | -23.3% | -13.2% |
| YTD | +5.3% | +54.0% | -48.6% | -21.0% |
| 1Y | +32.4% | +55.0% | -22.7% | -1.3% |
| 3Y | +406.4% | +89.3% | +317.0% | +225.6% |
| 5Y | +227.9% | +85.4% | +142.5% | +106.1% |
| 10Y | +371.7% | +137.1% | +234.6% | +144.6% |
| All | +371.7% | +143.8% | +227.9% | +144.6% |
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