+549.4%
HST vs HIG
+1,002.1%
-452.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -12.3% | -3.2% | -9.0% | -11.3% |
| 3M | -6.4% | +9.1% | -15.5% | -9.4% |
| 6M | +15.0% | -1.8% | +16.8% | +15.3% |
| YTD | +30.5% | +1.8% | +28.7% | +29.1% |
| 1Y | +35.7% | +4.6% | +31.1% | +32.9% |
| 3Y | +68.4% | +101.6% | -33.3% | +31.0% |
| 5Y | +73.1% | +124.5% | -51.4% | +29.8% |
| 10Y | +92.7% | +317.8% | -225.1% | +16.1% |
| All | +549.4% | +1,002.1% | -452.7% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling