+99.8%
HST vs ALM
+3,219.4%
-3,119.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -0.2% |
| 7D | +2.0% | +8.4% | -6.4% | +1.7% |
| 30D | -5.2% | +34.8% | -40.1% | -6.2% |
| 3M | -6.2% | +16.2% | -22.5% | -7.0% |
| 6M | +20.4% | +2.1% | +18.3% | +19.5% |
| YTD | +30.6% | +117.0% | -86.4% | +26.4% |
| 1Y | +37.4% | +313.9% | -276.5% | +29.7% |
| 3Y | +66.1% | +2,327.9% | -2,261.8% | +43.8% |
| 5Y | +73.7% | +1,040.6% | -966.9% | +53.3% |
| 10Y | +99.8% | +3,219.4% | -3,119.6% | +67.7% |
| All | +99.8% | +3,219.4% | -3,119.6% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling