+137.6%
HST vs IP
+26.3%
+111.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | -2.7% | -5.1% | +2.4% | -0.3% |
| 30D | +10.7% | +8.5% | +2.2% | +6.3% |
| 3M | +6.3% | -13.8% | +20.1% | +13.3% |
| 6M | +19.0% | +5.7% | +13.2% | +13.3% |
| YTD | +47.0% | -9.1% | +56.2% | +48.0% |
| 1Y | +53.4% | -0.8% | +54.3% | +47.2% |
| 3Y | +78.0% | +14.8% | +63.2% | +44.5% |
| 5Y | +71.7% | -11.5% | +83.2% | +60.9% |
| All | +137.6% | +26.3% | +111.3% | +59.0% |
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