+137.1%
HST vs KEY
+107.2%
+29.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.0% |
| 30D | +13.4% | +6.7% | +6.6% | +9.7% |
| 3M | +16.7% | -4.6% | +21.3% | +19.4% |
| 6M | +24.0% | +2.6% | +21.4% | +22.0% |
| YTD | +54.0% | +7.0% | +47.0% | +48.1% |
| 1Y | +55.0% | +23.5% | +31.6% | +38.6% |
| 3Y | +89.3% | +126.4% | -37.0% | +19.9% |
| 5Y | +85.4% | +13.0% | +72.4% | +59.3% |
| 10Y | +137.1% | +99.5% | +37.7% | +32.0% |
| All | +137.1% | +107.2% | +29.9% | +32.0% |
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