+99.8%
HST vs ROP
+134.1%
-34.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +1.5% |
| 7D | +2.0% | -5.4% | +7.4% | +4.7% |
| 30D | -5.2% | -1.6% | -3.6% | -4.7% |
| 3M | -6.2% | +18.8% | -25.1% | -15.0% |
| 6M | +20.4% | +8.2% | +12.2% | +14.0% |
| YTD | +30.6% | -10.5% | +41.1% | +36.0% |
| 1Y | +37.4% | -23.7% | +61.1% | +55.8% |
| 3Y | +66.1% | -17.9% | +84.0% | +79.6% |
| 5Y | +73.7% | -15.3% | +89.1% | +81.8% |
| 10Y | +99.8% | +133.4% | -33.6% | +21.3% |
| All | +99.8% | +134.1% | -34.3% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling