+107.0%
HST vs IAG
+401.0%
-293.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | -2.8% | +11.4% | -14.2% | -3.3% |
| 3M | -6.5% | +33.0% | -39.5% | -7.9% |
| 6M | +20.7% | -6.0% | +26.7% | +20.5% |
| YTD | +30.5% | +24.6% | +5.9% | +28.4% |
| 1Y | +36.8% | +105.0% | -68.2% | +31.5% |
| 3Y | +65.9% | +837.9% | -772.0% | +47.2% |
| 5Y | +73.9% | +817.0% | -743.1% | +51.3% |
| 10Y | +107.0% | +425.3% | -318.3% | +77.7% |
| All | +107.0% | +401.0% | -293.9% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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