+99.8%
HST vs IT
+89.8%
+9.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +2.7% |
| 7D | +2.0% | -9.1% | +11.1% | +5.2% |
| 30D | -5.2% | -7.0% | +1.8% | -3.3% |
| 3M | -6.2% | +7.6% | -13.9% | -11.3% |
| 6M | +20.4% | +2.1% | +18.3% | +14.5% |
| YTD | +30.6% | -31.6% | +62.2% | +44.5% |
| 1Y | +37.4% | -29.9% | +67.3% | +48.6% |
| 3Y | +66.1% | -51.3% | +117.4% | +104.1% |
| 5Y | +73.7% | -44.8% | +118.5% | +93.9% |
| 10Y | +99.8% | +91.4% | +8.4% | +19.9% |
| All | +99.8% | +89.8% | +9.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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