+96.6%
HST vs RACE
+818.0%
-721.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | -1.0% | -2.5% | +1.5% | -0.1% |
| 30D | -12.3% | +0.8% | -13.0% | -12.6% |
| 3M | -6.4% | +17.2% | -23.5% | -12.6% |
| 6M | +15.0% | +13.6% | +1.4% | +8.2% |
| YTD | +30.5% | +12.2% | +18.3% | +22.7% |
| 1Y | +35.7% | -16.3% | +51.9% | +42.6% |
| 3Y | +68.4% | +36.4% | +31.9% | +36.6% |
| 5Y | +73.1% | +95.0% | -21.8% | +17.2% |
| All | +96.6% | +818.0% | -721.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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