+365.7%
ALL vs HST
+97.2%
+268.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | 0.0% | -1.0% | +1.1% | +0.3% |
| 30D | -1.5% | -12.3% | +10.8% | +1.8% |
| 3M | +23.6% | -6.4% | +30.0% | +25.4% |
| 6M | +22.3% | +15.0% | +7.3% | +16.9% |
| YTD | +26.5% | +30.5% | -4.0% | +16.4% |
| 1Y | +27.0% | +35.7% | -8.7% | +15.4% |
| 3Y | +149.6% | +68.4% | +81.2% | +108.5% |
| 5Y | +118.1% | +73.1% | +45.0% | +74.9% |
| All | +365.7% | +97.2% | +268.5% | +243.2% |
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