+312.7%
HST vs RL
+1,366.2%
-1,053.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -12.3% | -7.8% | -4.5% | -9.4% |
| 3M | -6.4% | -4.0% | -2.4% | -5.4% |
| 6M | +15.0% | -1.9% | +16.9% | +13.8% |
| YTD | +30.5% | -0.2% | +30.7% | +28.0% |
| 1Y | +35.7% | +10.7% | +25.0% | +26.5% |
| 3Y | +68.4% | +210.8% | -142.4% | -5.5% |
| 5Y | +73.1% | +238.2% | -165.1% | -9.5% |
| 10Y | +92.7% | +313.4% | -220.6% | -15.9% |
| All | +312.7% | +1,366.2% | -1,053.4% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling