+137.6%
HST vs FIVE
+563.4%
-425.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +10.7% | +17.7% | -7.0% | +5.7% |
| 3M | +6.3% | +4.0% | +2.3% | +4.6% |
| 6M | +19.0% | +2.6% | +16.4% | +16.4% |
| YTD | +47.0% | +27.6% | +19.5% | +34.3% |
| 1Y | +53.4% | +59.9% | -6.5% | +31.2% |
| 3Y | +78.0% | +35.8% | +42.2% | +48.2% |
| 5Y | +71.7% | +14.4% | +57.3% | +44.7% |
| All | +137.6% | +563.4% | -425.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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