+137.1%
HST vs HRB
+243.1%
-105.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | -8.1% | +6.8% | +1.4% |
| 30D | +13.4% | +15.0% | -1.7% | +7.9% |
| 3M | +16.7% | +10.2% | +6.5% | +11.7% |
| 6M | +24.0% | +44.2% | -20.2% | +7.6% |
| YTD | +54.0% | +21.0% | +33.0% | +39.7% |
| 1Y | +55.0% | +12.0% | +43.1% | +44.7% |
| 3Y | +89.3% | +24.9% | +64.4% | +63.8% |
| 5Y | +85.4% | +144.6% | -59.2% | +18.2% |
| 10Y | +137.1% | +229.4% | -92.3% | +25.3% |
| All | +137.1% | +243.1% | -105.9% | +25.3% |
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