+10.8%
HD vs HST
+74.0%
-63.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.8% |
| 7D | -2.1% | -1.0% | -1.0% | -1.7% |
| 30D | -8.4% | -12.3% | +3.8% | -4.2% |
| 3M | +4.3% | -6.4% | +10.7% | +6.6% |
| 6M | -11.1% | +15.0% | -26.1% | -15.8% |
| YTD | -4.7% | +30.5% | -35.2% | -13.7% |
| 1Y | -19.8% | +35.7% | -55.5% | -28.5% |
| 3Y | +4.1% | +68.4% | -64.3% | -14.6% |
| All | +10.8% | +74.0% | -63.2% | -9.4% |
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