+348.3%
TRV vs HST
+143.8%
+204.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +7.5% | +13.4% | -5.9% | +3.3% |
| 3M | +6.7% | +16.7% | -10.0% | +1.5% |
| 6M | +35.5% | +24.0% | +11.5% | +26.1% |
| YTD | +39.3% | +54.0% | -14.7% | +20.5% |
| 1Y | +41.8% | +55.0% | -13.2% | +22.3% |
| 3Y | +147.3% | +89.3% | +58.0% | +96.0% |
| 5Y | +178.3% | +85.4% | +92.9% | +112.5% |
| 10Y | +348.3% | +137.1% | +211.2% | +186.0% |
| All | +348.3% | +143.8% | +204.5% | +186.0% |
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