+103.3%
HST vs ARES
+1,188.6%
-1,085.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.3% | +0.8% | -2.0% | -1.5% |
| 30D | +13.4% | +16.7% | -3.3% | +7.3% |
| 3M | +16.7% | -2.6% | +19.3% | +17.2% |
| 6M | +24.0% | +13.0% | +11.1% | +17.3% |
| YTD | +54.0% | -11.7% | +65.7% | +56.5% |
| 1Y | +55.0% | -6.7% | +61.7% | +54.1% |
| 3Y | +89.3% | +40.5% | +48.8% | +57.8% |
| 5Y | +85.4% | +88.2% | -2.8% | +35.7% |
| 10Y | +137.1% | +1,131.0% | -993.8% | +8.9% |
| All | +103.3% | +1,188.6% | -1,085.2% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling