+263.9%
TPR vs HST
+77.0%
+186.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +0.9% |
| 7D | +12.7% | -1.1% | +13.8% | +13.0% |
| 30D | +17.1% | +11.6% | +5.4% | +9.2% |
| 3M | -15.9% | +9.5% | -25.4% | -20.8% |
| 6M | +2.6% | +18.9% | -16.3% | -8.6% |
| YTD | +7.5% | +51.0% | -43.5% | -17.3% |
| 1Y | +32.9% | +53.0% | -20.0% | +1.4% |
| 3Y | +413.8% | +87.5% | +326.3% | +237.9% |
| 5Y | +263.9% | +76.7% | +187.2% | +140.8% |
| All | +263.9% | +77.0% | +186.9% | +140.8% |
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