+99.8%
HST vs ACM
+128.0%
-28.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -5.2% | -12.9% | +7.7% | +1.2% |
| 3M | -6.2% | -6.4% | +0.1% | -4.3% |
| 6M | +20.4% | -29.2% | +49.7% | +42.6% |
| YTD | +30.6% | -29.9% | +60.6% | +54.0% |
| 1Y | +37.4% | -47.3% | +84.6% | +88.9% |
| 3Y | +66.1% | -19.6% | +85.7% | +74.4% |
| 5Y | +73.7% | +5.5% | +68.2% | +53.9% |
| 10Y | +99.8% | +129.7% | -29.9% | +18.1% |
| All | +99.8% | +128.0% | -28.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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