+99.8%
HST vs HDB
+34.0%
+65.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.2% |
| 7D | +2.0% | -2.0% | +4.0% | +2.8% |
| 30D | -5.2% | -4.9% | -0.4% | -3.5% |
| 3M | -6.2% | -2.3% | -3.9% | -6.0% |
| 6M | +20.4% | -23.7% | +44.2% | +32.0% |
| YTD | +30.6% | -38.5% | +69.1% | +55.3% |
| 1Y | +37.4% | -36.5% | +73.8% | +60.9% |
| 3Y | +66.1% | -28.5% | +94.6% | +81.4% |
| 5Y | +73.7% | -37.4% | +111.1% | +96.2% |
| 10Y | +99.8% | +34.0% | +65.8% | +78.3% |
| All | +99.8% | +34.0% | +65.8% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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