+204.4%
HST vs ACI
+33.9%
+170.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +9.9% | +4.9% | +5.0% | +9.6% |
| 3M | +12.9% | +11.1% | +1.8% | +12.2% |
| 6M | +22.9% | -14.9% | +37.8% | +23.7% |
| YTD | +52.4% | -19.6% | +72.0% | +53.6% |
| 1Y | +52.5% | -22.7% | +75.3% | +54.2% |
| 3Y | +87.4% | -31.2% | +118.7% | +90.2% |
| 5Y | +82.9% | -42.3% | +125.3% | +84.4% |
| All | +204.4% | +33.9% | +170.5% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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