+122.4%
HST vs HAS
+97.5%
+24.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +3.6% | +1.4% | +2.2% | +3.0% |
| 30D | +11.2% | +26.3% | -15.1% | +1.3% |
| 3M | +13.1% | +25.6% | -12.5% | +3.2% |
| 6M | +23.9% | +30.3% | -6.3% | +10.5% |
| YTD | +52.3% | +50.4% | +1.9% | +27.6% |
| 1Y | +56.7% | +57.7% | -1.0% | +28.7% |
| 3Y | +87.5% | +213.4% | -125.9% | +13.0% |
| 5Y | +82.8% | +49.1% | +33.7% | +47.1% |
| All | +122.4% | +97.5% | +24.9% | +59.1% |
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