+136.0%
TT vs HST
+82.0%
+54.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -11.8% | +14.5% | -26.3% | -15.9% |
| 3M | -11.6% | +15.4% | -27.0% | -16.0% |
| 6M | -9.3% | +22.0% | -31.3% | -15.8% |
| YTD | +8.9% | +54.9% | -46.0% | -7.2% |
| 1Y | -2.2% | +54.0% | -56.2% | -16.6% |
| 3Y | +91.9% | +90.4% | +1.4% | +48.4% |
| 5Y | +136.0% | +84.2% | +51.8% | +83.8% |
| All | +136.0% | +82.0% | +54.0% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling