+86.0%
HST vs KEEL
+294.5%
-208.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | +0.9% | +2.9% | -2.0% | +0.7% |
| 30D | -2.5% | +0.8% | -3.3% | -2.7% |
| 3M | -5.1% | -35.3% | +30.2% | -3.8% |
| 6M | +21.6% | +59.4% | -37.8% | +17.0% |
| YTD | +31.6% | +51.9% | -20.3% | +26.3% |
| 1Y | +36.1% | +75.0% | -38.9% | +27.9% |
| 3Y | +66.5% | +224.5% | -158.1% | +45.8% |
| 5Y | +76.6% | -35.9% | +112.5% | +56.3% |
| All | +86.0% | +294.5% | -208.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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