+122.6%
HST vs ALM
+1,942.8%
-1,820.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.8% |
| 7D | +3.6% | -4.0% | +7.6% | +3.7% |
| 30D | +9.9% | -30.5% | +40.4% | +11.2% |
| 3M | +12.9% | -46.9% | +59.8% | +15.1% |
| 6M | +22.9% | -65.5% | +88.4% | +26.6% |
| YTD | +52.4% | -13.4% | +65.8% | +51.7% |
| 1Y | +52.5% | +9.8% | +42.8% | +50.5% |
| 3Y | +87.4% | +783.1% | -695.7% | +67.7% |
| 5Y | +82.9% | +378.3% | -295.4% | +65.3% |
| All | +122.6% | +1,942.8% | -1,820.2% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling