+172.1%
EXC vs HST
+142.8%
+29.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | +10.0% | +10.7% | -0.7% | +7.3% |
| 3M | +1.6% | +6.3% | -4.6% | 0.0% |
| 6M | +3.3% | +19.0% | -15.7% | -1.2% |
| YTD | +7.6% | +47.0% | -39.5% | -2.5% |
| 1Y | +3.5% | +53.4% | -50.0% | -7.3% |
| 3Y | +27.7% | +78.0% | -50.3% | +7.9% |
| 5Y | +41.1% | +71.7% | -30.6% | +16.9% |
| All | +172.1% | +142.8% | +29.3% | +93.7% |
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