+108.1%
HST vs AFL
+300.4%
-192.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.7% | -3.3% | +4.0% | +3.0% |
| 30D | -0.7% | -5.0% | +4.3% | +2.7% |
| 3M | -4.0% | -1.8% | -2.3% | -3.2% |
| 6M | +20.7% | +4.8% | +15.9% | +15.8% |
| YTD | +31.0% | +5.4% | +25.6% | +24.8% |
| 1Y | +36.2% | +9.0% | +27.2% | +26.5% |
| 3Y | +66.6% | +63.0% | +3.6% | +10.2% |
| 5Y | +75.8% | +134.5% | -58.7% | -14.5% |
| All | +108.1% | +300.4% | -192.3% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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