+748.4%
ASX vs HST
+142.8%
+605.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.4% |
| 7D | -19.9% | -2.7% | -17.2% | -18.7% |
| 30D | -30.9% | +10.7% | -41.6% | -33.0% |
| 3M | -15.1% | +6.3% | -21.3% | -16.6% |
| 6M | -6.5% | +19.0% | -25.4% | -12.3% |
| YTD | +98.4% | +47.0% | +51.4% | +72.0% |
| 1Y | +107.9% | +53.4% | +54.4% | +77.1% |
| 3Y | +325.3% | +78.0% | +247.3% | +239.5% |
| 5Y | +447.3% | +71.7% | +375.6% | +336.8% |
| All | +748.4% | +142.8% | +605.6% | +583.6% |
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 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