+144.6%
HST vs ARES
+1,270.2%
-1,125.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.3% | +3.8% |
| 7D | +0.6% | +8.1% | -7.5% | -2.3% |
| 30D | +14.5% | +18.9% | -4.4% | +7.1% |
| 3M | +15.4% | +2.3% | +13.1% | +13.8% |
| 6M | +22.0% | +12.7% | +9.3% | +14.9% |
| YTD | +54.9% | -10.8% | +65.6% | +57.0% |
| 1Y | +54.0% | -5.3% | +59.3% | +52.1% |
| 3Y | +90.4% | +42.0% | +48.4% | +54.2% |
| 5Y | +84.2% | +88.3% | -4.1% | +28.9% |
| 10Y | +144.6% | +1,148.2% | -1,003.6% | +10.7% |
| All | +144.6% | +1,270.2% | -1,125.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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