+71.6%
HST vs RRC
+110.6%
-39.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -2.7% | -10.8% | +8.1% | -0.5% |
| 30D | +10.7% | +22.3% | -11.6% | +5.8% |
| 3M | +6.3% | +26.6% | -20.4% | +0.6% |
| 6M | +19.0% | +18.9% | 0.0% | +13.8% |
| YTD | +47.0% | +39.2% | +7.8% | +34.8% |
| 1Y | +53.4% | +34.0% | +19.5% | +41.6% |
| 3Y | +78.0% | +42.0% | +36.0% | +58.1% |
| All | +71.6% | +110.6% | -39.1% | +41.0% |
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 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