+137.9%
HST vs COO
+40.7%
+97.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.6% |
| 7D | -1.1% | +4.3% | -5.4% | -2.9% |
| 30D | +11.6% | +17.6% | -6.0% | +4.0% |
| 3M | +9.5% | -13.9% | +23.4% | +15.6% |
| 6M | +18.9% | +6.6% | +12.4% | +13.3% |
| YTD | +51.0% | -22.0% | +73.0% | +65.5% |
| 1Y | +53.0% | -8.8% | +61.8% | +55.8% |
| 3Y | +87.5% | -21.5% | +109.0% | +95.6% |
| 5Y | +76.7% | -41.0% | +117.7% | +108.1% |
| 10Y | +137.9% | +40.9% | +97.0% | +125.9% |
| All | +137.9% | +40.7% | +97.2% | +125.9% |
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