-18.6%
HAL vs HST
+142.8%
-161.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -12.0% | -2.7% | -9.3% | -10.6% |
| 30D | +0.3% | +10.7% | -10.4% | -6.3% |
| 3M | -1.6% | +6.3% | -7.9% | -5.9% |
| 6M | -20.5% | +19.0% | -39.5% | -30.2% |
| YTD | +14.2% | +47.0% | -32.8% | -13.7% |
| 1Y | +18.9% | +53.4% | -34.6% | -13.0% |
| 3Y | -13.7% | +78.0% | -91.7% | -44.1% |
| 5Y | +42.2% | +71.7% | -29.5% | -11.1% |
| All | -18.6% | +142.8% | -161.4% | -57.9% |
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