+107.0%
HST vs HRB
+205.6%
-98.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -0.3% | -10.6% | +10.3% | +3.3% |
| 30D | -2.8% | -0.8% | -2.0% | -3.2% |
| 3M | -6.5% | +19.1% | -25.5% | -12.9% |
| 6M | +20.7% | +48.7% | -28.0% | +2.3% |
| YTD | +30.5% | +7.1% | +23.3% | +23.7% |
| 1Y | +36.8% | -8.3% | +45.1% | +37.0% |
| 3Y | +65.9% | +25.8% | +40.0% | +42.3% |
| 5Y | +73.9% | +111.1% | -37.2% | +17.1% |
| 10Y | +107.0% | +206.6% | -99.5% | +12.6% |
| All | +107.0% | +205.6% | -98.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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