+53.6%
AA vs HST
+144.9%
-91.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.0% |
| 7D | +4.8% | -1.1% | +5.9% | +5.7% |
| 30D | -0.6% | +11.6% | -12.3% | -7.7% |
| 3M | -16.3% | +9.5% | -25.8% | -21.5% |
| 6M | -33.4% | +18.9% | -52.3% | -41.3% |
| YTD | -20.7% | +51.0% | -71.7% | -41.3% |
| 1Y | +12.9% | +53.0% | -40.0% | -17.2% |
| 3Y | +75.7% | +87.5% | -11.8% | +11.0% |
| 5Y | -6.8% | +76.7% | -83.5% | -39.8% |
| 10Y | +53.6% | +137.9% | -84.3% | -16.5% |
| All | +53.6% | +144.9% | -91.2% | -16.5% |
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 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