+82.3%
HST vs ACWI
+58.7%
+23.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +3.6% | +2.4% | +1.1% | +0.7% |
| 30D | +11.2% | -1.7% | +12.9% | +13.4% |
| 3M | +13.1% | -3.9% | +17.0% | +18.3% |
| 6M | +23.9% | +0.8% | +23.1% | +22.1% |
| YTD | +52.3% | +11.0% | +41.2% | +33.4% |
| 1Y | +56.7% | +13.1% | +43.6% | +34.1% |
| 3Y | +87.5% | +73.9% | +13.6% | -6.0% |
| All | +82.3% | +58.7% | +23.6% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling