+67.5%
HST vs ACWI
+76.1%
-8.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.5% |
| 30D | -12.3% | +0.9% | -13.1% | -13.0% |
| 3M | -6.4% | +2.4% | -8.8% | -8.9% |
| 6M | +15.0% | +12.4% | +2.6% | +0.8% |
| YTD | +30.5% | +15.2% | +15.3% | +11.2% |
| 1Y | +35.7% | +22.7% | +13.0% | +7.0% |
| All | +67.5% | +76.1% | -8.6% | -16.4% |
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