+144.6%
HST vs HAS
+102.6%
+42.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.3% |
| 7D | +0.6% | +3.3% | -2.7% | -0.6% |
| 30D | +14.5% | +30.5% | -16.1% | +3.0% |
| 3M | +15.4% | +29.9% | -14.5% | +3.8% |
| 6M | +22.0% | +26.5% | -4.6% | +10.1% |
| YTD | +54.9% | +51.9% | +2.9% | +29.2% |
| 1Y | +54.0% | +60.9% | -6.9% | +25.4% |
| 3Y | +90.4% | +215.0% | -124.5% | +14.3% |
| 5Y | +84.2% | +51.5% | +32.7% | +47.2% |
| 10Y | +144.6% | +102.2% | +42.4% | +70.4% |
| All | +144.6% | +102.6% | +42.0% | +70.4% |
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