-20.8%
HAL vs HST
+143.2%
-164.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -1.7% |
| 7D | -6.5% | +0.6% | -7.1% | -7.0% |
| 30D | -2.1% | +14.5% | -16.6% | -10.5% |
| 3M | -4.9% | +15.4% | -20.3% | -13.6% |
| 6M | -19.3% | +22.0% | -41.3% | -30.3% |
| YTD | +14.3% | +54.9% | -40.6% | -16.5% |
| 1Y | +17.3% | +54.0% | -36.7% | -14.2% |
| 3Y | -10.9% | +90.4% | -101.3% | -44.7% |
| 5Y | +47.4% | +84.2% | -36.8% | -12.1% |
| 10Y | -20.8% | +144.6% | -165.4% | -60.3% |
| All | -20.8% | +143.2% | -164.0% | -60.3% |
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