+83.1%
HST vs INVH
+79.7%
+3.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +2.0% | -3.1% | +5.1% | +3.8% |
| 30D | -5.2% | -7.1% | +1.8% | -1.3% |
| 3M | -6.2% | -3.0% | -3.3% | -4.9% |
| 6M | +20.4% | +10.1% | +10.3% | +13.5% |
| YTD | +30.6% | +3.8% | +26.8% | +26.9% |
| 1Y | +37.4% | -2.1% | +39.5% | +37.5% |
| 3Y | +66.1% | -7.0% | +73.1% | +68.9% |
| 5Y | +73.7% | -20.6% | +94.3% | +90.8% |
| All | +83.1% | +79.7% | +3.4% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling