+78.0%
HST vs RL
+240.1%
-162.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.4% |
| 7D | -2.7% | -4.2% | +1.5% | -1.2% |
| 30D | +10.7% | +4.3% | +6.4% | +9.1% |
| 3M | +6.3% | -4.6% | +10.8% | +7.8% |
| 6M | +19.0% | +1.7% | +17.3% | +17.0% |
| YTD | +47.0% | +7.3% | +39.7% | +41.0% |
| 1Y | +53.4% | +20.8% | +32.7% | +40.5% |
| 3Y | +78.0% | +247.0% | -169.0% | +19.7% |
| All | +78.0% | +240.1% | -162.1% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling