+108.1%
HST vs INDA
+83.0%
+25.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.2% |
| 7D | +0.7% | -3.6% | +4.3% | +3.2% |
| 30D | -0.7% | -4.0% | +3.3% | +2.0% |
| 3M | -4.0% | +1.7% | -5.7% | -5.2% |
| 6M | +20.7% | -3.6% | +24.3% | +23.5% |
| YTD | +31.0% | -11.0% | +42.0% | +41.2% |
| 1Y | +36.2% | -9.5% | +45.7% | +44.9% |
| 3Y | +66.6% | +7.6% | +59.0% | +56.2% |
| 5Y | +75.8% | +4.8% | +71.0% | +68.1% |
| All | +108.1% | +83.0% | +25.1% | +42.5% |
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