+59.7%
HST vs IRE
-98.0%
+157.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -33.9% | +28.3% | -5.2% |
| 7D | -4.2% | -57.1% | +53.0% | -3.4% |
| 30D | +9.6% | -84.4% | +94.0% | +11.4% |
| 3M | -1.1% | -85.0% | +83.8% | +0.4% |
| 6M | +21.1% | -95.2% | +116.3% | +24.3% |
| YTD | +47.1% | -93.9% | +141.0% | +51.3% |
| 1Y | +64.0% | -98.8% | +162.9% | +62.7% |
| All | +59.7% | -98.0% | +157.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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