+6,477.2%
TRV vs HST
+1,330.6%
+5,146.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.1% | -1.0% | +0.9% | +0.1% |
| 30D | -3.4% | -12.3% | +8.8% | -0.2% |
| 3M | +26.4% | -6.4% | +32.8% | +28.4% |
| 6M | +19.3% | +15.0% | +4.3% | +14.5% |
| YTD | +28.3% | +30.5% | -2.2% | +18.8% |
| 1Y | +34.3% | +35.7% | -1.4% | +22.8% |
| 3Y | +140.1% | +68.4% | +71.8% | +104.2% |
| 5Y | +155.7% | +73.1% | +82.6% | +109.5% |
| 10Y | +285.5% | +92.7% | +192.8% | +192.9% |
| All | +6,477.2% | +1,330.6% | +5,146.6% | +3,131.0% |
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 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