+94.1%
HST vs COMP
-53.0%
+147.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.6% |
| 7D | +0.6% | +7.2% | -6.6% | -0.5% |
| 30D | +14.5% | +6.4% | +8.1% | +13.2% |
| 3M | +15.4% | -19.4% | +34.8% | +18.3% |
| 6M | +22.0% | +14.6% | +7.4% | +18.2% |
| YTD | +54.9% | -5.5% | +60.3% | +52.2% |
| 1Y | +54.0% | +13.7% | +40.3% | +47.1% |
| 3Y | +90.4% | +409.7% | -319.3% | +37.9% |
| 5Y | +84.2% | -17.0% | +101.3% | +57.2% |
| All | +94.1% | -53.0% | +147.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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