+223.5%
C vs HST
+142.8%
+80.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | -6.0% | +10.7% | -16.7% | -11.3% |
| 3M | -10.5% | +6.3% | -16.8% | -13.8% |
| 6M | -5.7% | +19.0% | -24.7% | -15.3% |
| YTD | +4.1% | +47.0% | -42.9% | -17.0% |
| 1Y | +20.5% | +53.4% | -33.0% | -6.4% |
| 3Y | +208.1% | +78.0% | +130.1% | +116.5% |
| 5Y | +110.4% | +71.7% | +38.7% | +43.4% |
| All | +223.5% | +142.8% | +80.7% | +69.4% |
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