+73.9%
HST vs INDA
+5.9%
+68.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.5% |
| 7D | -0.3% | -2.6% | +2.3% | +1.7% |
| 30D | -2.8% | -2.9% | +0.2% | -0.6% |
| 3M | -6.5% | +2.4% | -8.9% | -8.2% |
| 6M | +20.7% | -2.6% | +23.3% | +22.9% |
| YTD | +30.5% | -10.0% | +40.4% | +41.1% |
| 1Y | +36.8% | -7.7% | +44.4% | +44.5% |
| 3Y | +65.9% | +8.9% | +57.0% | +46.8% |
| 5Y | +73.9% | +6.0% | +67.9% | +54.8% |
| All | +73.9% | +5.9% | +68.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling