+75.6%
HST vs ROP
+10.4%
+65.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.0% |
| 7D | +3.3% | +11.7% | -8.4% | +2.4% |
| 30D | +16.4% | +35.5% | -19.1% | +13.4% |
| 3M | +5.5% | +25.6% | -20.2% | +3.4% |
| 6M | +31.1% | +39.3% | -8.1% | +28.0% |
| YTD | +55.9% | +11.6% | +44.3% | +61.9% |
| 1Y | +75.6% | +10.6% | +65.0% | +83.8% |
| All | +75.6% | +10.4% | +65.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling