+139.9%
HST vs AR
-33.4%
+173.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.7% | -14.3% | +11.6% | -0.2% |
| 30D | +10.7% | +1.4% | +9.3% | +10.3% |
| 3M | +6.3% | +3.4% | +2.9% | +5.2% |
| 6M | +19.0% | -2.1% | +21.0% | +18.5% |
| YTD | +47.0% | +4.7% | +42.3% | +43.7% |
| 1Y | +53.4% | +10.6% | +42.9% | +48.1% |
| 3Y | +78.0% | +24.6% | +53.4% | +63.8% |
| 5Y | +71.7% | +71.9% | -0.2% | +44.4% |
| 10Y | +146.2% | +46.4% | +99.8% | +72.9% |
| All | +139.9% | -33.4% | +173.3% | +77.4% |
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