+911.5%
TT vs HST
+92.5%
+819.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | -7.2% | -12.3% | +5.1% | -3.0% |
| 3M | -3.0% | -6.4% | +3.4% | -1.0% |
| 6M | +1.4% | +15.0% | -13.7% | -3.9% |
| YTD | +15.9% | +30.5% | -14.6% | +5.1% |
| 1Y | +9.4% | +35.7% | -26.2% | -2.4% |
| 3Y | +124.4% | +68.4% | +56.0% | +82.6% |
| 5Y | +138.0% | +73.1% | +64.9% | +86.5% |
| All | +911.5% | +92.5% | +819.0% | +628.9% |
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