+32.4%
TPR vs HST
+54.6%
-22.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +6.4% | -1.3% | +7.7% | +6.7% |
| 30D | +13.8% | +13.4% | +0.4% | +6.3% |
| 3M | -16.6% | +16.7% | -33.3% | -23.3% |
| 6M | +0.7% | +24.0% | -23.3% | -12.5% |
| YTD | +5.3% | +54.0% | -48.6% | -18.0% |
| 1Y | +32.4% | +55.0% | -22.7% | +2.5% |
| All | +32.4% | +54.6% | -22.3% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling