+96.7%
HST vs AR
+47.7%
+49.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | -12.3% | +14.8% | -27.1% | -14.5% |
| 3M | -6.4% | +6.2% | -12.6% | -7.7% |
| 6M | +15.0% | +4.3% | +10.7% | +13.2% |
| YTD | +30.5% | +14.4% | +16.1% | +25.9% |
| 1Y | +35.7% | +21.3% | +14.3% | +28.9% |
| 3Y | +68.4% | +39.8% | +28.6% | +51.6% |
| 5Y | +73.1% | +142.1% | -69.0% | +36.5% |
| All | +96.7% | +47.7% | +49.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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