+2,966.0%
HST vs ROP
+29,884.4%
-26,918.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.0% |
| 7D | -2.7% | +2.1% | -4.8% | -3.5% |
| 30D | +10.7% | +32.9% | -22.2% | -0.7% |
| 3M | +6.3% | +20.0% | -13.8% | -1.3% |
| 6M | +19.0% | +36.4% | -17.4% | +4.6% |
| YTD | +47.0% | +7.8% | +39.2% | +40.1% |
| 1Y | +53.4% | +8.0% | +45.5% | +46.1% |
| 3Y | +78.0% | -3.5% | +81.5% | +76.0% |
| 5Y | +71.7% | +1.5% | +70.2% | +66.1% |
| 10Y | +146.2% | +198.5% | -52.3% | +60.2% |
| All | +2,966.0% | +29,884.4% | -26,918.4% | +1,150.2% |
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