+49.4%
HST vs AS
+134.9%
-85.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.7% | +6.9% | -9.6% | -4.0% |
| 30D | +10.7% | +16.0% | -5.3% | +7.4% |
| 3M | +6.3% | -12.8% | +19.1% | +8.9% |
| 6M | +19.0% | -15.4% | +34.4% | +22.4% |
| YTD | +47.0% | -15.7% | +62.8% | +50.7% |
| 1Y | +53.4% | +6.1% | +47.4% | +50.6% |
| All | +49.4% | +134.9% | -85.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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