+71.7%
HST vs ROP
-13.6%
+85.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.8% |
| 7D | -1.0% | -4.4% | +3.4% | +0.8% |
| 30D | -12.3% | +3.2% | -15.5% | -13.6% |
| 3M | -6.4% | +23.1% | -29.4% | -15.2% |
| 6M | +15.0% | +13.3% | +1.7% | +7.8% |
| YTD | +30.5% | -7.9% | +38.4% | +35.6% |
| 1Y | +35.7% | -22.1% | +57.7% | +54.4% |
| 3Y | +68.4% | -16.8% | +85.2% | +83.1% |
| All | +71.7% | -13.6% | +85.3% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling