+84.9%
HST vs ROIV
+232.7%
-147.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -12.3% | +1.0% | -13.2% | -12.4% |
| 3M | -6.4% | +18.3% | -24.6% | -8.0% |
| 6M | +15.0% | +18.3% | -3.3% | +12.9% |
| YTD | +30.5% | +61.0% | -30.5% | +24.2% |
| 1Y | +35.7% | +177.9% | -142.2% | +22.7% |
| 3Y | +68.4% | +199.1% | -130.7% | +49.7% |
| 5Y | +73.1% | +250.7% | -177.6% | +46.5% |
| All | +84.9% | +232.7% | -147.8% | +58.1% |
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