+71.7%
HST vs RRC
+156.2%
-84.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -12.3% | +10.1% | -22.4% | -14.0% |
| 3M | -6.4% | +4.0% | -10.4% | -7.4% |
| 6M | +15.0% | +1.6% | +13.4% | +13.8% |
| YTD | +30.5% | +19.7% | +10.8% | +24.2% |
| 1Y | +35.7% | +21.4% | +14.3% | +28.1% |
| 3Y | +68.4% | +29.7% | +38.7% | +53.1% |
| All | +71.7% | +156.2% | -84.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling