+122.4%
HST vs HBM
+281.1%
-158.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +3.6% | +2.2% | +1.3% | +3.0% |
| 30D | +11.2% | -11.8% | +23.0% | +13.7% |
| 3M | +13.1% | -19.2% | +32.3% | +17.1% |
| 6M | +23.9% | -22.9% | +46.8% | +27.7% |
| YTD | +52.3% | +7.8% | +44.5% | +44.2% |
| 1Y | +56.7% | +34.9% | +21.8% | +41.4% |
| 3Y | +87.5% | +422.2% | -334.7% | +21.5% |
| 5Y | +82.8% | +192.8% | -110.0% | +27.3% |
| All | +122.4% | +281.1% | -158.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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