+119.4%
HST vs ROIV
+292.3%
-172.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.9% | -0.6% | +4.8% |
| 7D | +0.6% | +14.3% | -13.7% | -0.6% |
| 30D | +14.5% | +16.2% | -1.7% | +12.9% |
| 3M | +15.4% | +15.1% | +0.3% | +13.6% |
| 6M | +22.0% | +44.2% | -22.2% | +17.4% |
| YTD | +54.9% | +89.8% | -35.0% | +44.9% |
| 1Y | +54.0% | +94.6% | -40.6% | +43.6% |
| 3Y | +90.4% | +367.5% | -277.1% | +64.1% |
| 5Y | +84.2% | +421.4% | -337.2% | +46.1% |
| All | +119.4% | +292.3% | -172.9% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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