+107.0%
HST vs HIG
+314.4%
-207.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -2.8% | -2.8% | 0.0% | -1.3% |
| 3M | -6.5% | +6.3% | -12.8% | -10.3% |
| 6M | +20.7% | -0.1% | +20.8% | +19.8% |
| YTD | +30.5% | +0.4% | +30.0% | +28.8% |
| 1Y | +36.8% | +6.2% | +30.5% | +30.4% |
| 3Y | +65.9% | +101.6% | -35.7% | +5.1% |
| 5Y | +73.9% | +119.8% | -45.9% | +3.2% |
| 10Y | +107.0% | +311.7% | -204.7% | -13.1% |
| All | +107.0% | +314.4% | -207.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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