+99.8%
HST vs RRC
+7.9%
+91.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | -5.2% | +9.4% | -14.7% | -6.9% |
| 3M | -6.2% | +7.4% | -13.6% | -7.7% |
| 6M | +20.4% | +1.5% | +19.0% | +19.3% |
| YTD | +30.6% | +19.4% | +11.2% | +25.1% |
| 1Y | +37.4% | +24.2% | +13.1% | +30.1% |
| 3Y | +66.1% | +32.8% | +33.3% | +52.7% |
| 5Y | +73.7% | +152.9% | -79.2% | +36.4% |
| 10Y | +99.8% | +3.9% | +95.9% | +39.7% |
| All | +99.8% | +7.9% | +91.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling