+87.5%
HST vs RRC
+60.0%
+27.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.6% | +6.4% | -2.8% | +2.7% |
| 30D | +11.2% | +23.9% | -12.7% | +7.6% |
| 3M | +13.1% | +30.2% | -17.1% | +8.5% |
| 6M | +23.9% | +26.3% | -2.3% | +19.2% |
| YTD | +52.3% | +48.1% | +4.2% | +40.7% |
| 1Y | +56.7% | +37.7% | +19.0% | +46.9% |
| 3Y | +87.5% | +60.3% | +27.2% | +62.0% |
| All | +87.5% | +60.0% | +27.6% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling