+1,008.4%
ASX vs HST
+133.9%
+874.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | +22.1% | +3.6% | +18.5% | +20.6% |
| 30D | -23.8% | +9.9% | -33.7% | -25.9% |
| 3M | -7.6% | +12.9% | -20.5% | -11.3% |
| 6M | +6.9% | +22.9% | -15.9% | -0.9% |
| YTD | +127.7% | +52.4% | +75.3% | +94.5% |
| 1Y | +144.5% | +52.5% | +92.0% | +108.5% |
| 3Y | +377.8% | +87.4% | +290.4% | +273.4% |
| 5Y | +498.2% | +82.9% | +415.3% | +366.1% |
| All | +1,008.4% | +133.9% | +874.5% | +698.4% |
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