+7,716.4%
TPR vs HST
+378.1%
+7,338.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | -1.0% | -1.3% | -1.8% |
| 30D | -23.0% | -12.3% | -10.7% | -18.2% |
| 3M | -12.5% | -6.4% | -6.1% | -9.9% |
| 6M | -21.4% | +15.0% | -36.4% | -26.9% |
| YTD | -3.5% | +30.5% | -34.0% | -15.6% |
| 1Y | +17.4% | +35.7% | -18.3% | +0.1% |
| 3Y | +291.3% | +68.4% | +222.9% | +198.7% |
| 5Y | +241.9% | +73.1% | +168.8% | +154.3% |
| 10Y | +322.7% | +92.7% | +229.9% | +191.8% |
| All | +7,716.4% | +378.1% | +7,338.4% | +2,634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling