+137.6%
HST vs P
+713.7%
-576.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.7% |
| 7D | -2.7% | -23.8% | +21.1% | +2.3% |
| 30D | +10.7% | -36.6% | +47.3% | +20.1% |
| 3M | +6.3% | +10.9% | -4.6% | +1.8% |
| 6M | +19.0% | +30.0% | -11.0% | +7.9% |
| YTD | +47.0% | +44.4% | +2.6% | +28.8% |
| 1Y | +53.4% | +3.9% | +49.5% | +42.3% |
| 3Y | +78.0% | +176.6% | -98.6% | +17.7% |
| 5Y | +71.7% | +249.3% | -177.6% | +2.9% |
| All | +137.6% | +713.7% | -576.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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