+137.6%
HST vs M
-4.2%
+141.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +1.3% |
| 7D | -2.7% | -4.3% | +1.6% | -1.5% |
| 30D | +10.7% | +1.3% | +9.4% | +10.1% |
| 3M | +6.3% | -7.4% | +13.6% | +8.1% |
| 6M | +19.0% | +18.3% | +0.6% | +11.8% |
| YTD | +47.0% | +7.6% | +39.5% | +41.4% |
| 1Y | +53.4% | +17.4% | +36.1% | +43.6% |
| 3Y | +78.0% | +108.4% | -30.4% | +31.2% |
| 5Y | +71.7% | -10.6% | +82.3% | +52.7% |
| All | +137.6% | -4.2% | +141.7% | +43.3% |
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