+1.5%
TT vs HST
+53.2%
-51.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +4.0% | +3.6% | +0.5% | +2.7% |
| 30D | -11.3% | +11.2% | -22.5% | -14.3% |
| 3M | -12.3% | +13.1% | -25.4% | -15.8% |
| 6M | -10.8% | +23.9% | -34.8% | -18.7% |
| YTD | +8.2% | +52.3% | -44.1% | -11.2% |
| 1Y | +1.5% | +56.7% | -55.2% | -18.2% |
| All | +1.5% | +53.2% | -51.7% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling