+65.0%
HST vs AUR
-35.7%
+100.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +0.9% | +1.4% | -0.6% | +0.7% |
| 30D | -2.5% | -6.4% | +3.9% | -2.0% |
| 3M | -5.1% | +7.7% | -12.8% | -6.3% |
| 6M | +21.6% | +44.5% | -22.9% | +15.5% |
| YTD | +31.6% | +67.4% | -35.8% | +22.7% |
| 1Y | +36.1% | +15.4% | +20.7% | +31.3% |
| 3Y | +66.5% | +94.8% | -28.4% | +39.3% |
| 5Y | +76.6% | -35.1% | +111.7% | +41.7% |
| All | +65.0% | -35.7% | +100.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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