+630.8%
HLT vs HST
+107.6%
+523.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -2.4% | +2.0% | -4.4% | -3.6% |
| 30D | -4.1% | -5.2% | +1.1% | -1.1% |
| 3M | -10.6% | -6.2% | -4.3% | -7.5% |
| 6M | +2.0% | +20.4% | -18.4% | -9.1% |
| YTD | +6.1% | +30.6% | -24.5% | -10.1% |
| 1Y | +9.8% | +37.4% | -27.5% | -10.0% |
| 3Y | +99.0% | +66.1% | +32.9% | +42.6% |
| 5Y | +151.5% | +73.7% | +77.8% | +72.8% |
| 10Y | +561.1% | +99.8% | +461.3% | +279.9% |
| All | +630.8% | +107.6% | +523.2% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling