+75.6%
HST vs RL
+34.3%
+41.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | 0.0% |
| 7D | +3.3% | +5.8% | -2.5% | +1.7% |
| 30D | +16.4% | +12.7% | +3.6% | +12.5% |
| 3M | +5.5% | +9.3% | -3.9% | +2.6% |
| 6M | +31.1% | +16.9% | +14.2% | +24.4% |
| YTD | +55.9% | +17.5% | +38.5% | +47.0% |
| 1Y | +75.6% | +34.6% | +41.0% | +54.0% |
| All | +75.6% | +34.3% | +41.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling