+99.8%
HST vs ARES
+1,045.9%
-946.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -5.2% | +1.3% | -6.5% | -5.9% |
| 3M | -6.2% | +10.4% | -16.6% | -10.4% |
| 6M | +20.4% | +29.0% | -8.6% | +7.4% |
| YTD | +30.6% | -12.2% | +42.8% | +33.6% |
| 1Y | +37.4% | -18.4% | +55.8% | +43.6% |
| 3Y | +66.1% | +43.2% | +22.9% | +35.4% |
| 5Y | +73.7% | +102.6% | -28.9% | +20.2% |
| 10Y | +99.8% | +1,029.6% | -929.8% | -4.4% |
| All | +99.8% | +1,045.9% | -946.1% | -4.4% |
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