+604.4%
COST vs HST
+108.5%
+495.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | -2.8% | -2.5% | -4.9% |
| 3M | -6.7% | -6.5% | -0.2% | -5.9% |
| 6M | -9.9% | +20.7% | -30.7% | -12.7% |
| YTD | +5.1% | +30.5% | -25.3% | +0.6% |
| 1Y | -7.3% | +36.8% | -44.1% | -12.1% |
| 3Y | +70.4% | +65.9% | +4.5% | +55.3% |
| 5Y | +104.4% | +73.9% | +30.5% | +84.4% |
| All | +604.4% | +108.5% | +495.9% | +512.8% |
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