+258.4%
TPR vs HST
+70.3%
+188.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.7% | +12.7% | +10.4% |
| 7D | +13.9% | -4.2% | +18.0% | +16.3% |
| 30D | +14.9% | +9.6% | +5.4% | +8.4% |
| 3M | -15.4% | -1.1% | -14.3% | -15.6% |
| 6M | -4.5% | +21.1% | -25.6% | -15.9% |
| YTD | +6.0% | +47.1% | -41.1% | -17.2% |
| 1Y | +24.3% | +64.0% | -39.7% | -9.7% |
| 3Y | +412.8% | +77.1% | +335.7% | +248.7% |
| 5Y | +258.4% | +71.8% | +186.7% | +141.5% |
| All | +258.4% | +70.3% | +188.2% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling