+129.5%
HST vs RACE
+658.9%
-529.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | -2.7% | +5.1% | -7.8% | -4.6% |
| 30D | +10.7% | +7.7% | +3.0% | +7.5% |
| 3M | +6.3% | +2.2% | +4.1% | +5.2% |
| 6M | +19.0% | +23.8% | -4.8% | +8.3% |
| YTD | +47.0% | +13.9% | +33.1% | +37.3% |
| 1Y | +53.4% | +3.8% | +49.7% | +48.7% |
| 3Y | +78.0% | +28.0% | +50.0% | +49.9% |
| 5Y | +71.7% | +64.9% | +6.8% | +26.5% |
| 10Y | +146.2% | +780.4% | -634.2% | -5.6% |
| All | +129.5% | +658.9% | -529.4% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling