+99.8%
HST vs COO
+43.7%
+56.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.3% |
| 7D | +2.0% | -2.3% | +4.3% | +3.0% |
| 30D | -5.2% | -8.8% | +3.6% | -1.4% |
| 3M | -6.2% | +1.3% | -7.6% | -7.3% |
| 6M | +20.4% | -11.6% | +32.0% | +26.3% |
| YTD | +30.6% | -17.4% | +48.0% | +41.3% |
| 1Y | +37.4% | -1.6% | +39.0% | +36.2% |
| 3Y | +66.1% | -22.6% | +88.8% | +77.2% |
| 5Y | +73.7% | -40.3% | +114.1% | +106.4% |
| 10Y | +99.8% | +45.2% | +54.6% | +77.3% |
| All | +99.8% | +43.7% | +56.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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