+78.0%
HST vs ROIV
+314.9%
-236.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -1.1% |
| 7D | -2.7% | +5.3% | -8.0% | -3.6% |
| 30D | +10.7% | +11.9% | -1.2% | +8.4% |
| 3M | +6.3% | +10.7% | -4.5% | +3.7% |
| 6M | +19.0% | +34.9% | -15.9% | +10.7% |
| YTD | +47.0% | +79.2% | -32.1% | +27.2% |
| 1Y | +53.4% | +89.0% | -35.6% | +30.5% |
| 3Y | +78.0% | +337.3% | -259.3% | +19.0% |
| All | +78.0% | +314.9% | -236.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling