+137.1%
HST vs INDA
+112.6%
+24.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.3% | +3.1% | -4.4% | -3.3% |
| 30D | +13.4% | +11.3% | +2.1% | +5.4% |
| 3M | +16.7% | +3.0% | +13.7% | +14.3% |
| 6M | +24.0% | +6.5% | +17.5% | +18.5% |
| YTD | +54.0% | -4.6% | +58.5% | +58.4% |
| 1Y | +55.0% | -5.8% | +60.8% | +60.7% |
| 3Y | +89.3% | +16.8% | +72.5% | +67.5% |
| 5Y | +85.4% | +10.4% | +75.0% | +70.7% |
| 10Y | +137.1% | +116.8% | +20.3% | +43.4% |
| All | +137.1% | +112.6% | +24.6% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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