-4.6%
DOW vs HST
+85.9%
-90.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.1% | -2.5% |
| 7D | -6.8% | +0.6% | -7.4% | -7.3% |
| 30D | +10.8% | +14.5% | -3.7% | +2.8% |
| 3M | +4.1% | +15.4% | -11.3% | -4.0% |
| 6M | -12.7% | +22.0% | -34.7% | -22.8% |
| YTD | +39.2% | +54.9% | -15.6% | +6.9% |
| 1Y | +49.5% | +54.0% | -4.5% | +15.2% |
| 3Y | -24.4% | +90.4% | -114.8% | -48.8% |
| 5Y | -29.6% | +84.2% | -113.8% | -53.9% |
| All | -4.6% | +85.9% | -90.5% | -38.4% |
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