+108.4%
HST vs ROIV
+248.8%
-140.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.2% | -1.5% | -5.3% |
| 7D | -4.2% | -2.4% | -1.8% | -4.0% |
| 30D | +9.6% | +3.1% | +6.5% | +9.2% |
| 3M | -1.1% | +5.8% | -6.9% | -1.9% |
| 6M | +21.1% | +29.3% | -8.2% | +17.7% |
| YTD | +47.1% | +68.8% | -21.7% | +39.1% |
| 1Y | +64.0% | +81.0% | -17.0% | +54.0% |
| 3Y | +77.1% | +294.6% | -217.5% | +54.7% |
| 5Y | +71.8% | +373.1% | -301.4% | +37.7% |
| All | +108.4% | +248.8% | -140.4% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling