+490.2%
HCA vs HST
+109.4%
+380.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +2.9% | +0.7% | +2.3% | +2.7% |
| 30D | +2.4% | -0.7% | +3.0% | +2.6% |
| 3M | +13.0% | -4.0% | +17.1% | +14.6% |
| 6M | -21.4% | +20.7% | -42.1% | -27.5% |
| YTD | -9.5% | +31.0% | -40.5% | -19.5% |
| 1Y | +7.5% | +36.2% | -28.7% | -6.3% |
| 3Y | +57.6% | +66.6% | -9.0% | +22.3% |
| 5Y | +71.1% | +75.8% | -4.7% | +22.8% |
| All | +490.2% | +109.4% | +380.8% | +242.8% |
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