+144.6%
HST vs P
+691.2%
-546.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +0.6% | -13.3% | +13.9% | +3.2% |
| 30D | +14.5% | -34.0% | +48.5% | +23.2% |
| 3M | +15.4% | +4.1% | +11.3% | +12.2% |
| 6M | +22.0% | +30.5% | -8.5% | +10.7% |
| YTD | +54.9% | +52.2% | +2.7% | +34.2% |
| 1Y | +54.0% | +10.3% | +43.7% | +41.1% |
| 3Y | +90.4% | +180.9% | -90.4% | +25.8% |
| 5Y | +84.2% | +259.7% | -175.5% | +9.9% |
| 10Y | +144.6% | +652.6% | -508.0% | +20.3% |
| All | +144.6% | +691.2% | -546.5% | +20.3% |
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