+207.0%
C vs HST
+133.7%
+73.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.2% | +3.6% | +0.6% | +2.1% |
| 30D | +2.0% | +11.2% | -9.2% | -4.0% |
| 3M | -10.1% | +13.1% | -23.2% | -16.4% |
| 6M | +1.0% | +23.9% | -22.9% | -11.3% |
| YTD | +8.5% | +52.3% | -43.8% | -15.3% |
| 1Y | +25.7% | +56.7% | -30.9% | -3.5% |
| 3Y | +216.0% | +87.5% | +128.5% | +115.5% |
| 5Y | +112.3% | +82.8% | +29.5% | +39.4% |
| All | +207.0% | +133.7% | +73.3% | +61.6% |
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