+137.1%
HST vs IONS
-29.6%
+166.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.3% | -29.4% | +28.2% | +3.7% |
| 30D | +13.4% | -35.1% | +48.5% | +20.7% |
| 3M | +16.7% | -48.9% | +65.6% | +28.9% |
| 6M | +24.0% | -62.4% | +86.4% | +42.7% |
| YTD | +54.0% | -64.2% | +118.1% | +78.3% |
| 1Y | +55.0% | -60.9% | +115.9% | +76.7% |
| 3Y | +89.3% | -38.9% | +128.2% | +91.7% |
| 5Y | +85.4% | -15.6% | +101.0% | +71.8% |
| 10Y | +137.1% | -33.5% | +170.6% | +122.6% |
| All | +137.1% | -29.6% | +166.8% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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