+122.4%
HST vs ARES
+1,112.4%
-990.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +11.2% | +19.7% | -8.5% | +3.8% |
| 3M | +13.1% | -9.0% | +22.1% | +16.6% |
| 6M | +23.9% | +11.5% | +12.4% | +17.1% |
| YTD | +52.3% | -13.8% | +66.1% | +56.4% |
| 1Y | +56.7% | -5.6% | +62.3% | +54.7% |
| 3Y | +87.5% | +36.1% | +51.4% | +54.3% |
| 5Y | +82.8% | +82.7% | +0.1% | +29.2% |
| All | +122.4% | +1,112.4% | -990.0% | +1.6% |
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