+137.1%
HST vs M
-5.1%
+142.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.3% |
| 30D | +13.4% | +8.1% | +5.3% | +10.6% |
| 3M | +16.7% | +2.2% | +14.5% | +15.3% |
| 6M | +24.0% | +35.1% | -11.1% | +12.1% |
| YTD | +54.0% | +15.8% | +38.1% | +44.8% |
| 1Y | +55.0% | +25.8% | +29.2% | +42.1% |
| 3Y | +89.3% | +156.2% | -66.9% | +31.1% |
| 5Y | +85.4% | -2.4% | +87.8% | +60.6% |
| 10Y | +137.1% | -7.1% | +144.3% | +37.9% |
| All | +137.1% | -5.1% | +142.3% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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