+122.6%
HST vs ROP
+183.9%
-61.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.6% | -2.7% | +6.3% | +4.9% |
| 30D | +9.9% | +29.7% | -19.8% | -3.6% |
| 3M | +12.9% | +21.2% | -8.3% | +2.1% |
| 6M | +22.9% | +48.3% | -25.4% | -0.9% |
| YTD | +52.4% | +8.4% | +44.0% | +43.8% |
| 1Y | +52.5% | +6.0% | +46.5% | +45.7% |
| 3Y | +87.4% | -5.6% | +93.0% | +89.0% |
| 5Y | +82.9% | +1.3% | +81.7% | +74.9% |
| All | +122.6% | +183.9% | -61.3% | +35.5% |
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