+82.3%
HST vs ACI
-42.9%
+125.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +3.6% | +2.3% | +1.3% | +3.4% |
| 30D | +11.2% | +1.2% | +10.0% | +11.0% |
| 3M | +13.1% | +6.8% | +6.3% | +12.3% |
| 6M | +23.9% | -18.7% | +42.6% | +26.0% |
| YTD | +52.3% | -20.2% | +72.5% | +54.7% |
| 1Y | +56.7% | -23.7% | +80.4% | +60.0% |
| 3Y | +87.5% | -31.6% | +119.2% | +93.0% |
| All | +82.3% | -42.9% | +125.2% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling