+71.7%
HST vs IBN
+61.6%
+10.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.7% |
| 30D | -12.3% | -0.3% | -11.9% | -12.2% |
| 3M | -6.4% | +17.1% | -23.5% | -13.1% |
| 6M | +15.0% | +3.4% | +11.6% | +12.8% |
| YTD | +30.5% | +2.5% | +28.0% | +28.2% |
| 1Y | +35.7% | -4.2% | +39.8% | +37.0% |
| 3Y | +68.4% | +32.4% | +36.0% | +39.3% |
| All | +71.7% | +61.6% | +10.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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