+143.7%
HLT vs HST
+72.0%
+71.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.6% | +0.7% | -3.3% | -3.0% |
| 30D | -2.6% | -0.7% | -2.0% | -2.3% |
| 3M | -9.4% | -4.0% | -5.4% | -7.6% |
| 6M | +2.7% | +20.7% | -18.0% | -9.4% |
| YTD | +6.8% | +31.0% | -24.3% | -10.8% |
| 1Y | +12.4% | +36.2% | -23.9% | -8.7% |
| 3Y | +100.2% | +66.6% | +33.5% | +38.2% |
| 5Y | +143.7% | +75.8% | +67.9% | +54.6% |
| All | +143.7% | +72.0% | +71.7% | +54.6% |
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 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