+144.6%
HST vs ACWI
+220.7%
-76.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +3.1% |
| 7D | +0.6% | -0.2% | +0.7% | +0.8% |
| 30D | +14.5% | -3.3% | +17.8% | +19.1% |
| 3M | +15.4% | -3.4% | +18.8% | +20.1% |
| 6M | +22.0% | +0.8% | +21.2% | +20.1% |
| YTD | +54.9% | +10.7% | +44.2% | +36.1% |
| 1Y | +54.0% | +11.6% | +42.4% | +34.0% |
| 3Y | +90.4% | +73.4% | +17.1% | -2.7% |
| 5Y | +84.2% | +60.2% | +24.0% | +4.8% |
| 10Y | +144.6% | +221.6% | -77.0% | -29.2% |
| All | +144.6% | +220.7% | -76.1% | -29.2% |
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