+71.7%
HST vs ARES
+105.6%
-33.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -1.0% | -1.7% | +0.6% | -0.4% |
| 30D | -12.3% | +0.3% | -12.5% | -12.6% |
| 3M | -6.4% | +8.5% | -14.8% | -10.2% |
| 6M | +15.0% | +23.5% | -8.5% | +3.6% |
| YTD | +30.5% | -11.2% | +41.7% | +33.7% |
| 1Y | +35.7% | -19.3% | +55.0% | +44.0% |
| 3Y | +68.4% | +48.7% | +19.7% | +28.5% |
| All | +71.7% | +105.6% | -33.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling