+7,061.3%
TRV vs HST
+1,597.5%
+5,463.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +8.7% | +14.5% | -5.8% | +4.8% |
| 3M | +7.1% | +15.4% | -8.3% | +2.9% |
| 6M | +35.5% | +22.0% | +13.5% | +28.1% |
| YTD | +39.7% | +54.9% | -15.1% | +23.5% |
| 1Y | +44.1% | +54.0% | -9.9% | +27.5% |
| 3Y | +148.1% | +90.4% | +57.7% | +104.4% |
| 5Y | +178.6% | +84.2% | +94.3% | +124.6% |
| 10Y | +352.5% | +144.6% | +207.9% | +222.9% |
| All | +7,061.3% | +1,597.5% | +5,463.8% | +3,258.9% |
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