+183.8%
EXC vs HST
+144.9%
+38.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | +9.3% | +11.6% | -2.3% | +6.4% |
| 3M | +1.0% | +9.5% | -8.5% | -1.2% |
| 6M | +5.9% | +18.9% | -13.0% | +1.3% |
| YTD | +7.6% | +51.0% | -43.3% | -3.1% |
| 1Y | +2.4% | +53.0% | -50.6% | -8.2% |
| 3Y | +30.2% | +87.5% | -57.2% | +8.6% |
| 5Y | +41.4% | +76.7% | -35.3% | +16.2% |
| 10Y | +183.8% | +137.9% | +45.9% | +99.9% |
| All | +183.8% | +144.9% | +38.9% | +99.9% |
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