+130.6%
HST vs INDA
+115.1%
+15.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -12.3% | -0.8% | -11.5% | -11.8% |
| 3M | -6.4% | +3.9% | -10.3% | -8.5% |
| 6M | +15.0% | -0.7% | +15.7% | +15.4% |
| YTD | +30.5% | -7.7% | +38.2% | +36.6% |
| 1Y | +35.7% | -5.1% | +40.8% | +39.4% |
| 3Y | +68.4% | +13.6% | +54.7% | +54.4% |
| 5Y | +73.1% | +7.8% | +65.3% | +64.3% |
| 10Y | +92.7% | +84.6% | +8.1% | +32.3% |
| All | +130.6% | +115.1% | +15.4% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling