+96.7%
HST vs KEY
+173.8%
-77.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.0% | +2.2% | -3.2% | -2.1% |
| 30D | -12.3% | -3.0% | -9.2% | -10.9% |
| 3M | -6.4% | +3.3% | -9.7% | -8.1% |
| 6M | +15.0% | +9.2% | +5.8% | +9.7% |
| YTD | +30.5% | +10.6% | +19.9% | +23.6% |
| 1Y | +35.7% | +20.4% | +15.3% | +22.8% |
| 3Y | +68.4% | +121.8% | -53.5% | +7.8% |
| 5Y | +73.1% | +41.1% | +32.0% | +30.8% |
| All | +96.7% | +173.8% | -77.1% | +8.5% |
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