+73.9%
HST vs HRB
+104.8%
-30.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -0.3% | -10.6% | +10.3% | +2.0% |
| 30D | -2.8% | -0.8% | -2.0% | -3.0% |
| 3M | -6.5% | +19.1% | -25.5% | -10.6% |
| 6M | +20.7% | +48.7% | -28.0% | +8.7% |
| YTD | +30.5% | +7.1% | +23.3% | +28.0% |
| 1Y | +36.8% | -8.3% | +45.1% | +39.9% |
| 3Y | +65.9% | +25.8% | +40.0% | +49.1% |
| 5Y | +73.9% | +111.1% | -37.2% | +34.4% |
| All | +73.9% | +104.8% | -30.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling