+12,629.9%
TSM vs HST
+270.5%
+12,359.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.1% |
| 7D | -2.1% | +0.6% | -2.6% | -2.1% |
| 30D | -12.5% | +14.5% | -27.0% | -16.5% |
| 3M | -5.0% | +15.4% | -20.4% | -9.7% |
| 6M | -3.2% | +22.0% | -25.2% | -10.0% |
| YTD | +31.5% | +54.9% | -23.4% | +12.3% |
| 1Y | +35.7% | +54.0% | -18.3% | +15.9% |
| 3Y | +323.5% | +90.4% | +233.0% | +232.5% |
| 5Y | +263.4% | +84.2% | +179.1% | +183.4% |
| 10Y | +1,598.5% | +144.6% | +1,453.9% | +989.8% |
| All | +12,629.9% | +270.5% | +12,359.4% | +6,613.6% |
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