+96.6%
HST vs HAS
+56.4%
+40.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -12.3% | +2.3% | -14.5% | -13.2% |
| 3M | -6.4% | +10.4% | -16.7% | -10.3% |
| 6M | +15.0% | -3.2% | +18.2% | +15.2% |
| YTD | +30.5% | +15.4% | +15.1% | +21.6% |
| 1Y | +35.7% | +18.8% | +16.9% | +24.6% |
| 3Y | +68.4% | +43.9% | +24.4% | +38.8% |
| 5Y | +73.1% | +13.9% | +59.2% | +54.8% |
| All | +96.6% | +56.4% | +40.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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