+66.1%
HST vs INDA
+10.1%
+56.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | +2.0% | -1.0% | +3.0% | +2.6% |
| 30D | -5.2% | -2.5% | -2.7% | -3.8% |
| 3M | -6.2% | +4.0% | -10.2% | -8.3% |
| 6M | +20.4% | -1.8% | +22.2% | +21.3% |
| YTD | +30.6% | -9.2% | +39.8% | +37.3% |
| 1Y | +37.4% | -7.2% | +44.5% | +42.2% |
| 3Y | +66.1% | +9.8% | +56.3% | +46.1% |
| All | +66.1% | +10.1% | +56.0% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling