+153.9%
TRV vs HST
+72.4%
+81.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | -4.9% | -5.2% | +0.4% | -3.9% |
| 3M | +23.7% | -6.2% | +30.0% | +25.1% |
| 6M | +20.3% | +20.4% | -0.1% | +15.5% |
| YTD | +27.1% | +30.6% | -3.6% | +19.8% |
| 1Y | +35.3% | +37.4% | -2.0% | +26.1% |
| 3Y | +139.8% | +66.1% | +73.7% | +112.6% |
| 5Y | +153.9% | +73.7% | +80.1% | +116.2% |
| All | +153.9% | +72.4% | +81.4% | +116.2% |
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