+137.1%
HST vs ALB
+35.3%
+101.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -1.3% | +1.1% | -2.3% | -1.7% |
| 30D | +13.4% | -2.6% | +15.9% | +13.8% |
| 3M | +16.7% | -25.6% | +42.3% | +25.1% |
| 6M | +24.0% | -54.0% | +78.0% | +50.0% |
| YTD | +54.0% | -31.6% | +85.5% | +62.5% |
| 1Y | +55.0% | -6.6% | +61.6% | +48.7% |
| 3Y | +89.3% | -14.0% | +103.3% | +67.8% |
| 5Y | +85.4% | -62.5% | +148.0% | +106.5% |
| 10Y | +137.1% | +36.3% | +100.8% | +64.3% |
| All | +137.1% | +35.3% | +101.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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