+368.4%
ALL vs HST
+143.2%
+225.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +13.8% | +14.5% | -0.7% | +9.6% |
| 3M | -2.8% | +15.4% | -18.2% | -6.6% |
| 6M | +23.7% | +22.0% | +1.7% | +16.5% |
| YTD | +27.3% | +54.9% | -27.6% | +11.6% |
| 1Y | +30.5% | +54.0% | -23.4% | +14.6% |
| 3Y | +113.0% | +90.4% | +22.6% | +72.3% |
| 5Y | +157.6% | +84.2% | +73.3% | +103.9% |
| 10Y | +368.4% | +144.6% | +223.8% | +226.5% |
| All | +368.4% | +143.2% | +225.1% | +226.5% |
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