+256.1%
TPR vs HST
+71.5%
+184.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -2.7% | +16.9% | +15.6% |
| 30D | +17.1% | +10.7% | +6.4% | +9.7% |
| 3M | -17.7% | +6.3% | -24.0% | -21.1% |
| 6M | -10.2% | +19.0% | -29.2% | -20.1% |
| YTD | +4.9% | +47.0% | -42.1% | -18.0% |
| 1Y | +36.1% | +53.4% | -17.3% | +3.6% |
| 3Y | +416.5% | +78.0% | +338.5% | +250.1% |
| All | +256.1% | +71.5% | +184.6% | +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