+14.1%
AGG vs HST
+110.3%
-96.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.1% | +0.9% | -1.9% | -1.1% |
| 30D | -1.1% | -2.5% | +1.3% | -1.1% |
| 3M | -1.9% | -5.1% | +3.2% | -1.9% |
| 6M | -1.7% | +21.6% | -23.3% | -1.9% |
| YTD | -1.3% | +31.6% | -32.9% | -1.6% |
| 1Y | -0.7% | +36.1% | -36.9% | -1.1% |
| 3Y | +12.5% | +66.5% | -54.0% | +11.8% |
| 5Y | -2.5% | +76.6% | -79.1% | -3.1% |
| All | +14.1% | +110.3% | -96.2% | +11.8% |
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 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