+295.4%
TRV vs HST
+101.1%
+194.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -2.3% | -2.8% | +0.4% | -1.5% |
| 3M | +22.7% | -6.5% | +29.2% | +24.9% |
| 6M | +21.9% | +20.7% | +1.2% | +14.3% |
| YTD | +27.5% | +30.5% | -3.0% | +16.3% |
| 1Y | +36.2% | +36.8% | -0.5% | +22.1% |
| 3Y | +140.6% | +65.9% | +74.7% | +98.4% |
| 5Y | +154.5% | +73.9% | +80.6% | +96.8% |
| 10Y | +295.4% | +107.0% | +188.4% | +161.6% |
| All | +295.4% | +101.1% | +194.3% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling