+82.9%
HST vs RL
+243.2%
-160.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +3.6% | +2.4% | +1.3% | +2.5% |
| 30D | +9.9% | +4.6% | +5.3% | +7.8% |
| 3M | +12.9% | -1.1% | +14.1% | +13.2% |
| 6M | +22.9% | +16.5% | +6.3% | +13.1% |
| YTD | +52.4% | +11.4% | +41.0% | +42.3% |
| 1Y | +52.5% | +16.1% | +36.5% | +39.6% |
| 3Y | +87.4% | +252.6% | -165.2% | -4.0% |
| 5Y | +82.9% | +244.9% | -161.9% | -8.6% |
| All | +82.9% | +243.2% | -160.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling