+371.6%
ALL vs HST
+133.7%
+237.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +5.0% | +3.6% | +1.5% | +4.0% |
| 30D | +13.3% | +11.2% | +2.1% | +10.0% |
| 3M | +3.2% | +13.1% | -9.9% | -0.4% |
| 6M | +25.3% | +23.9% | +1.4% | +17.5% |
| YTD | +30.5% | +52.3% | -21.8% | +14.9% |
| 1Y | +29.2% | +56.7% | -27.5% | +12.8% |
| 3Y | +119.1% | +87.5% | +31.6% | +77.9% |
| 5Y | +162.6% | +82.8% | +79.8% | +108.2% |
| All | +371.6% | +133.7% | +237.9% | +234.9% |
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