+59.2%
HAL vs HST
+82.3%
-23.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +6.1% | +3.6% | +2.5% | +4.3% |
| 30D | +2.9% | +11.2% | -8.3% | -2.4% |
| 3M | +3.3% | +13.1% | -9.8% | -2.9% |
| 6M | -16.9% | +23.9% | -40.8% | -26.3% |
| YTD | +21.2% | +52.3% | -31.1% | -4.6% |
| 1Y | +27.5% | +56.7% | -29.1% | -1.2% |
| 3Y | -6.4% | +87.5% | -94.0% | -35.5% |
| All | +59.2% | +82.3% | -23.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling