+73.9%
HST vs AU
+688.4%
-614.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | -2.8% | +12.3% | -15.1% | -3.7% |
| 3M | -6.5% | +29.4% | -35.8% | -8.4% |
| 6M | +20.7% | +3.2% | +17.5% | +19.6% |
| YTD | +30.5% | +31.8% | -1.4% | +26.9% |
| 1Y | +36.8% | +83.4% | -46.6% | +30.0% |
| 3Y | +65.9% | +623.1% | -557.2% | +36.3% |
| 5Y | +73.9% | +700.5% | -626.6% | +37.8% |
| All | +73.9% | +688.4% | -614.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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