+2,966.0%
HST vs ROP
+29,959.8%
-26,993.8%
-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% | +20.3% | -14.1% | -1.4% |
| 6M | +19.0% | +36.8% | -17.8% | +4.5% |
| YTD | +47.0% | +8.1% | +38.9% | +39.9% |
| 1Y | +53.4% | +8.3% | +45.2% | +46.0% |
| 3Y | +78.0% | -3.2% | +81.2% | +75.9% |
| 5Y | +71.7% | +1.7% | +70.0% | +65.9% |
| 10Y | +146.2% | +199.2% | -53.0% | +60.0% |
| All | +2,966.0% | +29,959.8% | -26,993.8% | +1,149.1% |
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