+78.0%
HST vs HAS
+181.4%
-103.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +10.7% | +31.0% | -20.3% | +1.4% |
| 3M | +6.3% | +30.7% | -24.4% | -2.8% |
| 6M | +19.0% | +23.9% | -4.9% | +10.2% |
| YTD | +47.0% | +48.3% | -1.3% | +27.4% |
| 1Y | +53.4% | +60.2% | -6.8% | +29.4% |
| 3Y | +78.0% | +189.2% | -111.2% | +20.2% |
| All | +78.0% | +181.4% | -103.4% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling