+90.2%
TT vs HST
+77.0%
+13.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.0% |
| 30D | -14.0% | +10.7% | -24.7% | -17.0% |
| 3M | -15.9% | +6.3% | -22.1% | -17.7% |
| 6M | -17.3% | +19.0% | -36.3% | -22.8% |
| YTD | +4.0% | +47.0% | -43.1% | -10.4% |
| 1Y | -7.1% | +53.4% | -60.6% | -21.3% |
| 3Y | +90.2% | +78.0% | +12.2% | +51.0% |
| All | +90.2% | +77.0% | +13.2% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling