+273.1%
TSM vs HST
+74.0%
+199.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 3M | -3.4% | -6.4% | +3.0% | -1.0% |
| 6M | +20.6% | +15.0% | +5.6% | +12.0% |
| YTD | +41.9% | +30.5% | +11.4% | +24.0% |
| 1Y | +84.4% | +35.7% | +48.7% | +57.3% |
| 3Y | +380.2% | +68.4% | +311.8% | +260.8% |
| All | +273.1% | +74.0% | +199.1% | +174.8% |
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