+137.1%
HST vs HIG
+268.2%
-131.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | +13.4% | +5.4% | +8.0% | +9.8% |
| 3M | +16.7% | -0.9% | +17.6% | +16.9% |
| 6M | +24.0% | +4.8% | +19.2% | +19.5% |
| YTD | +54.0% | +0.9% | +53.1% | +51.3% |
| 1Y | +55.0% | +6.5% | +48.6% | +47.4% |
| 3Y | +89.3% | +95.7% | -6.4% | +21.6% |
| 5Y | +85.4% | +107.1% | -21.7% | +13.7% |
| 10Y | +137.1% | +262.6% | -125.5% | -1.6% |
| All | +137.1% | +268.2% | -131.1% | -1.6% |
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