+137.6%
HST vs ACWI
+219.0%
-81.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | -2.4% | -0.3% | +0.1% |
| 30D | +10.7% | -5.2% | +15.9% | +17.9% |
| 3M | +6.3% | -4.8% | +11.1% | +12.5% |
| 6M | +19.0% | -1.3% | +20.3% | +20.1% |
| YTD | +47.0% | +8.4% | +38.6% | +32.5% |
| 1Y | +53.4% | +11.0% | +42.4% | +34.3% |
| 3Y | +78.0% | +70.6% | +7.4% | -7.3% |
| 5Y | +71.7% | +55.3% | +16.4% | +1.3% |
| All | +137.6% | +219.0% | -81.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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