+122.4%
HST vs KEY
+96.4%
+26.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +3.6% | +2.9% | +0.6% | +2.1% |
| 30D | +11.2% | +8.4% | +2.8% | +6.8% |
| 3M | +13.1% | -5.8% | +18.9% | +16.4% |
| 6M | +23.9% | +5.4% | +18.5% | +20.3% |
| YTD | +52.3% | +7.1% | +45.2% | +46.5% |
| 1Y | +56.7% | +26.8% | +29.9% | +38.2% |
| 3Y | +87.5% | +128.7% | -41.2% | +18.3% |
| 5Y | +82.8% | +13.6% | +69.1% | +56.6% |
| All | +122.4% | +96.4% | +26.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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