+129.6%
HST vs RACE
+670.3%
-540.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.3% | -4.8% |
| 7D | -4.2% | +5.7% | -9.8% | -6.2% |
| 30D | +9.6% | +9.3% | +0.3% | +5.8% |
| 3M | -1.1% | +3.8% | -4.9% | -2.7% |
| 6M | +21.1% | +29.8% | -8.7% | +8.1% |
| YTD | +47.1% | +15.6% | +31.5% | +36.6% |
| 1Y | +64.0% | +5.1% | +59.0% | +58.1% |
| 3Y | +77.1% | +30.8% | +46.3% | +47.8% |
| 5Y | +71.8% | +67.4% | +4.3% | +25.8% |
| 10Y | +146.3% | +793.6% | -647.3% | -6.1% |
| All | +129.6% | +670.3% | -540.7% | -17.5% |
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