+71.6%
HST vs RACE
+65.0%
+6.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | -2.7% | +5.1% | -7.8% | -4.5% |
| 30D | +10.7% | +7.7% | +3.0% | +7.7% |
| 3M | +6.3% | +2.2% | +4.1% | +5.2% |
| 6M | +19.0% | +23.8% | -4.8% | +8.7% |
| YTD | +47.0% | +13.9% | +33.1% | +37.8% |
| 1Y | +53.4% | +3.8% | +49.7% | +49.2% |
| 3Y | +78.0% | +28.0% | +50.0% | +43.4% |
| All | +71.6% | +65.0% | +6.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling