+56.7%
HST vs RL
+15.3%
+41.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +3.6% | +2.6% | +1.0% | +2.8% |
| 30D | +11.2% | +2.9% | +8.3% | +10.5% |
| 3M | +13.1% | 0.0% | +13.1% | +13.2% |
| 6M | +23.9% | +17.1% | +6.8% | +16.8% |
| YTD | +52.3% | +10.1% | +42.2% | +46.6% |
| 1Y | +56.7% | +17.3% | +39.4% | +46.2% |
| All | +56.7% | +15.3% | +41.4% | +46.2% |
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