+78.1%
HST vs ROIV
+290.8%
-212.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.2% | -1.5% | -4.9% |
| 7D | -4.2% | -2.4% | -1.8% | -3.7% |
| 30D | +9.6% | +3.1% | +6.5% | +8.9% |
| 3M | -1.1% | +5.8% | -6.9% | -2.7% |
| 6M | +21.1% | +29.3% | -8.2% | +13.5% |
| YTD | +47.1% | +68.8% | -21.7% | +28.6% |
| 1Y | +64.0% | +81.0% | -17.0% | +40.4% |
| All | +78.1% | +290.8% | -212.7% | +20.3% |
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