+49.4%
HST vs AS
+133.7%
-84.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.2% |
| 7D | -4.2% | +7.1% | -11.3% | -5.5% |
| 30D | +9.6% | +12.8% | -3.3% | +6.9% |
| 3M | -1.1% | -14.7% | +13.6% | +1.9% |
| 6M | +21.1% | -9.9% | +31.0% | +23.0% |
| YTD | +47.1% | -16.1% | +63.2% | +50.9% |
| 1Y | +64.0% | +0.2% | +63.9% | +62.5% |
| All | +49.4% | +133.7% | -84.3% | +30.2% |
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