+736.3%
TT vs HST
+133.7%
+602.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +4.0% | +3.6% | +0.5% | +2.8% |
| 30D | -11.3% | +11.2% | -22.5% | -14.6% |
| 3M | -12.3% | +13.1% | -25.4% | -16.1% |
| 6M | -10.8% | +23.9% | -34.8% | -17.6% |
| YTD | +8.2% | +52.3% | -44.1% | -7.1% |
| 1Y | +1.5% | +56.7% | -55.2% | -13.8% |
| 3Y | +91.5% | +87.5% | +4.0% | +50.1% |
| 5Y | +130.2% | +82.8% | +47.4% | +77.1% |
| All | +736.3% | +133.7% | +602.6% | +455.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling