+144.6%
HST vs A
+312.5%
-167.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +3.1% |
| 7D | +0.6% | +1.4% | -0.8% | 0.0% |
| 30D | +14.5% | +4.3% | +10.2% | +12.4% |
| 3M | +15.4% | +19.8% | -4.4% | +6.2% |
| 6M | +22.0% | +54.4% | -32.4% | -1.1% |
| YTD | +54.9% | +31.7% | +23.1% | +34.3% |
| 1Y | +54.0% | +22.4% | +31.5% | +38.1% |
| 3Y | +90.4% | +67.7% | +22.8% | +42.3% |
| 5Y | +84.2% | +15.7% | +68.5% | +61.0% |
| 10Y | +144.6% | +308.7% | -164.1% | +26.8% |
| All | +144.6% | +312.5% | -167.9% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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