+82.3%
HST vs ALM
+410.2%
-328.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.3% |
| 7D | +3.6% | +1.2% | +2.3% | +3.5% |
| 30D | +11.2% | -19.3% | +30.5% | +11.9% |
| 3M | +13.1% | -40.6% | +53.7% | +14.8% |
| 6M | +23.9% | -57.9% | +81.8% | +26.7% |
| YTD | +52.3% | -6.7% | +59.0% | +51.8% |
| 1Y | +56.7% | +20.2% | +36.5% | +54.9% |
| 3Y | +87.5% | +879.4% | -791.9% | +68.2% |
| All | +82.3% | +410.2% | -328.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling