+7,105.1%
TRV vs HST
+1,569.3%
+5,535.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.0% | +3.6% | -1.5% | +1.1% |
| 30D | +6.7% | +11.2% | -4.5% | +3.7% |
| 3M | +9.4% | +13.1% | -3.7% | +5.7% |
| 6M | +37.7% | +23.9% | +13.8% | +29.6% |
| YTD | +40.6% | +52.3% | -11.7% | +24.8% |
| 1Y | +42.4% | +56.7% | -14.2% | +25.5% |
| 3Y | +148.1% | +87.5% | +60.6% | +105.2% |
| 5Y | +181.7% | +82.8% | +98.9% | +127.6% |
| 10Y | +352.6% | +134.6% | +218.0% | +226.4% |
| All | +7,105.1% | +1,569.3% | +5,535.7% | +3,294.3% |
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