+208.5%
HD vs HST
+97.2%
+111.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | -1.0% | -1.0% | -1.8% |
| 30D | -8.4% | -12.3% | +3.8% | -4.9% |
| 3M | +4.3% | -6.4% | +10.7% | +6.3% |
| 6M | -11.1% | +15.0% | -26.1% | -15.0% |
| YTD | -4.7% | +30.5% | -35.2% | -12.2% |
| 1Y | -19.8% | +35.7% | -55.5% | -27.2% |
| 3Y | +4.1% | +68.4% | -64.3% | -11.9% |
| 5Y | +10.3% | +73.1% | -62.8% | -9.0% |
| All | +208.5% | +97.2% | +111.4% | +138.6% |
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