+36.1%
TPR vs HST
+57.3%
-21.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -2.7% | +16.9% | +15.0% |
| 30D | +17.1% | +10.7% | +6.4% | +10.0% |
| 3M | -17.7% | +6.3% | -24.0% | -21.0% |
| 6M | -10.2% | +19.0% | -29.2% | -21.2% |
| YTD | +4.9% | +47.0% | -42.1% | -19.0% |
| 1Y | +36.1% | +53.4% | -17.3% | +2.1% |
| All | +36.1% | +57.3% | -21.1% | +2.1% |
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