+37.4%
HST vs ROP
-23.1%
+60.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.3% |
| 7D | +2.0% | -5.4% | +7.4% | +2.4% |
| 30D | -5.2% | -1.6% | -3.6% | -5.2% |
| 3M | -6.2% | +18.8% | -25.1% | -7.7% |
| 6M | +20.4% | +8.2% | +12.2% | +20.2% |
| YTD | +30.6% | -10.5% | +41.1% | +33.7% |
| 1Y | +37.4% | -23.7% | +61.1% | +39.7% |
| All | +37.4% | -23.1% | +60.5% | +39.7% |
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