+2,621.5%
HST vs ROP
+25,523.2%
-22,901.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.6% |
| 7D | -1.0% | -4.4% | +3.4% | +0.6% |
| 30D | -12.3% | +3.2% | -15.5% | -13.4% |
| 3M | -6.4% | +23.1% | -29.4% | -13.9% |
| 6M | +15.0% | +13.3% | +1.7% | +8.6% |
| YTD | +30.5% | -7.9% | +38.4% | +32.4% |
| 1Y | +35.7% | -22.1% | +57.7% | +46.2% |
| 3Y | +68.4% | -16.8% | +85.2% | +76.8% |
| 5Y | +73.1% | -13.5% | +86.7% | +78.3% |
| 10Y | +92.7% | +137.7% | -45.0% | +36.8% |
| All | +2,621.5% | +25,523.2% | -22,901.7% | +1,081.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling