+144.6%
HST vs KEY
+109.2%
+35.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +14.5% | +6.9% | +7.6% | +10.7% |
| 3M | +15.4% | -5.0% | +20.4% | +18.3% |
| 6M | +22.0% | +0.7% | +21.3% | +21.2% |
| YTD | +54.9% | +6.5% | +48.4% | +49.4% |
| 1Y | +54.0% | +22.6% | +31.4% | +38.1% |
| 3Y | +90.4% | +125.3% | -34.9% | +20.9% |
| 5Y | +84.2% | +13.9% | +70.3% | +57.5% |
| 10Y | +144.6% | +105.3% | +39.3% | +34.6% |
| All | +144.6% | +109.2% | +35.4% | +34.6% |
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