+373.1%
TSM vs HST
+68.9%
+304.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +2.7% | -1.0% | +3.8% | +3.2% |
| 30D | +3.6% | -12.3% | +15.9% | +9.6% |
| 3M | -3.4% | -6.4% | +3.0% | -1.2% |
| 6M | +20.6% | +15.0% | +5.6% | +11.4% |
| YTD | +41.9% | +30.5% | +11.4% | +23.1% |
| 1Y | +84.4% | +35.7% | +48.7% | +56.1% |
| All | +373.1% | +68.9% | +304.2% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling