+140.0%
HST vs AR
-32.8%
+172.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -5.2% |
| 7D | -4.2% | -11.7% | +7.5% | -2.2% |
| 30D | +9.6% | +1.8% | +7.7% | +9.1% |
| 3M | -1.1% | +6.0% | -7.1% | -2.5% |
| 6M | +21.1% | -7.0% | +28.1% | +21.6% |
| YTD | +47.1% | +5.6% | +41.5% | +43.5% |
| 1Y | +64.0% | +10.8% | +53.2% | +58.3% |
| 3Y | +77.1% | +19.3% | +57.8% | +64.2% |
| 5Y | +71.8% | +73.3% | -1.6% | +44.3% |
| 10Y | +146.3% | +47.6% | +98.7% | +72.8% |
| All | +140.0% | -32.8% | +172.8% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling