+96.6%
HST vs IP
+23.2%
+73.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.8% |
| 7D | -1.0% | -5.3% | +4.2% | +1.5% |
| 30D | -12.3% | -10.9% | -1.4% | -7.4% |
| 3M | -6.4% | +11.2% | -17.5% | -12.4% |
| 6M | +15.0% | -10.2% | +25.2% | +18.2% |
| YTD | +30.5% | -2.0% | +32.5% | +27.3% |
| 1Y | +35.7% | -19.1% | +54.8% | +44.5% |
| 3Y | +68.4% | +20.9% | +47.5% | +34.2% |
| 5Y | +73.1% | -17.8% | +90.9% | +71.3% |
| All | +96.6% | +23.2% | +73.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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