+107.0%
HST vs HBM
+625.8%
-518.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.3% | +5.5% | -5.8% | -1.4% |
| 30D | -2.8% | +3.3% | -6.1% | -3.6% |
| 3M | -6.5% | +12.7% | -19.1% | -9.5% |
| 6M | +20.7% | +28.2% | -7.5% | +12.4% |
| YTD | +30.5% | +45.3% | -14.9% | +17.2% |
| 1Y | +36.8% | +121.7% | -84.9% | +11.8% |
| 3Y | +65.9% | +523.5% | -457.6% | +4.5% |
| 5Y | +73.9% | +393.9% | -320.0% | +9.7% |
| 10Y | +107.0% | +647.9% | -540.9% | -0.5% |
| All | +107.0% | +625.8% | -518.8% | -0.5% |
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