+122.4%
HST vs ACM
+132.6%
-10.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.4% |
| 7D | +3.6% | +5.6% | -2.1% | +0.4% |
| 30D | +11.2% | +20.8% | -9.6% | +0.1% |
| 3M | +13.1% | +11.4% | +1.7% | +5.7% |
| 6M | +23.9% | +0.9% | +23.0% | +20.7% |
| YTD | +52.3% | -24.8% | +77.1% | +72.8% |
| 1Y | +56.7% | -46.4% | +103.1% | +116.7% |
| 3Y | +87.5% | -9.2% | +96.7% | +82.7% |
| 5Y | +82.8% | +5.0% | +77.8% | +61.8% |
| All | +122.4% | +132.6% | -10.2% | +28.8% |
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