+137.1%
HST vs P
+686.0%
-548.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.5% |
| 7D | -1.3% | -4.7% | +3.5% | -0.5% |
| 30D | +13.4% | -31.4% | +44.8% | +21.1% |
| 3M | +16.7% | -2.6% | +19.3% | +15.3% |
| 6M | +24.0% | +21.9% | +2.1% | +14.6% |
| YTD | +54.0% | +58.9% | -5.0% | +32.2% |
| 1Y | +55.0% | +21.7% | +33.3% | +39.0% |
| 3Y | +89.3% | +193.3% | -104.0% | +24.1% |
| 5Y | +85.4% | +275.1% | -189.7% | +9.7% |
| 10Y | +137.1% | +655.3% | -518.2% | +15.4% |
| All | +137.1% | +686.0% | -548.8% | +15.4% |
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