+84.5%
HST vs INVH
+75.4%
+9.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +0.9% | -3.0% | +3.9% | +2.6% |
| 30D | -2.5% | -7.5% | +5.1% | +1.8% |
| 3M | -5.1% | -5.5% | +0.4% | -2.3% |
| 6M | +21.6% | +11.7% | +9.9% | +13.7% |
| YTD | +31.6% | +1.3% | +30.3% | +29.6% |
| 1Y | +36.1% | -6.1% | +42.2% | +39.6% |
| 3Y | +66.5% | -9.8% | +76.2% | +72.1% |
| 5Y | +76.6% | -19.7% | +96.3% | +92.6% |
| All | +84.5% | +75.4% | +9.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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