+78.1%
HST vs ACWI
+70.4%
+7.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.9% | -1.8% |
| 7D | -4.2% | -4.0% | -0.1% | 0.0% |
| 30D | +9.6% | -5.8% | +15.4% | +16.5% |
| 3M | -1.1% | -5.0% | +3.9% | +4.2% |
| 6M | +21.1% | +0.7% | +20.4% | +19.4% |
| YTD | +47.1% | +8.4% | +38.7% | +33.6% |
| 1Y | +64.0% | +10.1% | +53.9% | +46.2% |
| All | +78.1% | +70.4% | +7.7% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling