+122.6%
HST vs ACWI
+225.4%
-102.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | +3.6% | +2.7% | +0.9% | +0.4% |
| 30D | +9.9% | -2.6% | +12.5% | +13.3% |
| 3M | +12.9% | -3.2% | +16.1% | +17.1% |
| 6M | +22.9% | +1.9% | +21.0% | +19.5% |
| YTD | +52.4% | +11.3% | +41.1% | +33.0% |
| 1Y | +52.5% | +11.7% | +40.9% | +32.6% |
| 3Y | +87.4% | +74.4% | +13.0% | -4.9% |
| 5Y | +82.9% | +59.5% | +23.5% | +4.5% |
| All | +122.6% | +225.4% | -102.8% | -40.8% |
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