+157.4%
ALL vs HST
+83.2%
+74.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | +12.7% | +13.4% | -0.7% | +9.9% |
| 3M | +0.4% | +16.7% | -16.3% | -2.7% |
| 6M | +23.8% | +24.0% | -0.2% | +18.0% |
| YTD | +27.8% | +54.0% | -26.2% | +16.0% |
| 1Y | +28.9% | +55.0% | -26.2% | +16.7% |
| 3Y | +113.9% | +89.3% | +24.5% | +81.5% |
| 5Y | +157.4% | +85.4% | +71.9% | +119.6% |
| All | +157.4% | +83.2% | +74.2% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling