+247.2%
HD vs HST
+143.2%
+103.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.5% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +20.7% | +14.5% | +6.2% | +15.9% |
| 3M | +0.8% | +15.4% | -14.6% | -3.6% |
| 6M | +12.2% | +22.0% | -9.8% | +5.4% |
| YTD | +4.2% | +54.9% | -50.6% | -8.9% |
| 1Y | -2.6% | +54.0% | -56.5% | -14.7% |
| 3Y | +30.0% | +90.4% | -60.4% | +6.0% |
| 5Y | +8.1% | +84.2% | -76.1% | -12.8% |
| 10Y | +247.2% | +144.6% | +102.6% | +159.5% |
| All | +247.2% | +143.2% | +103.9% | +159.5% |
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