+137.6%
HST vs COO
+41.2%
+96.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -2.7% | +4.7% | -7.4% | -4.6% |
| 30D | +10.7% | +13.9% | -3.2% | +4.5% |
| 3M | +6.3% | -14.9% | +21.2% | +12.7% |
| 6M | +19.0% | +2.0% | +16.9% | +15.5% |
| YTD | +47.0% | -23.9% | +70.9% | +62.9% |
| 1Y | +53.4% | -9.6% | +63.1% | +56.9% |
| 3Y | +78.0% | -25.4% | +103.4% | +90.3% |
| 5Y | +71.7% | -41.2% | +112.9% | +102.0% |
| All | +137.6% | +41.2% | +96.4% | +126.7% |
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