+13,847.2%
TT vs HST
+1,512.4%
+12,334.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.3% | -2.5% |
| 7D | -9.0% | -4.2% | -4.8% | -7.6% |
| 30D | -17.6% | +9.6% | -27.2% | -20.2% |
| 3M | -18.7% | -1.1% | -17.5% | -18.6% |
| 6M | -17.4% | +21.1% | -38.5% | -22.9% |
| YTD | +1.5% | +47.1% | -45.5% | -11.3% |
| 1Y | -9.4% | +64.0% | -73.4% | -23.9% |
| 3Y | +85.1% | +77.1% | +8.0% | +49.4% |
| 5Y | +125.7% | +71.8% | +54.0% | +79.2% |
| 10Y | +757.3% | +146.3% | +611.0% | +459.8% |
| All | +13,847.2% | +1,512.4% | +12,334.8% | +4,551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling