+122.6%
HST vs RL
+342.1%
-219.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +3.6% | +2.4% | +1.3% | +2.5% |
| 30D | +9.9% | +4.6% | +5.3% | +7.6% |
| 3M | +12.9% | -1.1% | +14.1% | +13.1% |
| 6M | +22.9% | +16.5% | +6.3% | +12.4% |
| YTD | +52.4% | +11.4% | +41.0% | +41.5% |
| 1Y | +52.5% | +16.1% | +36.5% | +38.7% |
| 3Y | +87.4% | +252.6% | -165.2% | -4.8% |
| 5Y | +82.9% | +244.9% | -161.9% | -9.3% |
| All | +122.6% | +342.1% | -219.6% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling