+80.9%
HST vs PL
+28.1%
+52.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -1.1% |
| 7D | -2.7% | -6.8% | +4.1% | -2.1% |
| 30D | +10.7% | -29.3% | +40.0% | +14.2% |
| 3M | +6.3% | -44.8% | +51.0% | +12.1% |
| 6M | +19.0% | -68.4% | +87.4% | +30.8% |
| YTD | +47.0% | -36.4% | +83.4% | +46.2% |
| 1Y | +53.4% | +0.7% | +52.7% | +42.9% |
| 3Y | +78.0% | +455.3% | -377.3% | +15.7% |
| 5Y | +71.7% | +22.7% | +49.0% | +28.7% |
| All | +80.9% | +28.1% | +52.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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