+985.8%
ASX vs HST
+133.7%
+852.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | +12.4% | +3.6% | +8.8% | +11.0% |
| 30D | -19.8% | +11.2% | -31.0% | -22.5% |
| 3M | -10.3% | +13.1% | -23.4% | -13.9% |
| 6M | +1.2% | +23.9% | -22.7% | -6.5% |
| YTD | +123.0% | +52.3% | +70.7% | +90.5% |
| 1Y | +145.4% | +56.7% | +88.8% | +107.2% |
| 3Y | +368.6% | +87.5% | +281.1% | +266.2% |
| 5Y | +486.0% | +82.8% | +403.2% | +356.7% |
| All | +985.8% | +133.7% | +852.1% | +682.3% |
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