+108.1%
HST vs RRX
+216.7%
-108.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.3% |
| 7D | +0.7% | -3.7% | +4.4% | +2.3% |
| 30D | -0.7% | -9.3% | +8.6% | +3.5% |
| 3M | -4.0% | -21.8% | +17.8% | +4.1% |
| 6M | +20.7% | -22.0% | +42.7% | +28.4% |
| YTD | +31.0% | +11.9% | +19.1% | +15.2% |
| 1Y | +36.2% | +11.6% | +24.6% | +18.4% |
| 3Y | +66.6% | +2.2% | +64.5% | +40.6% |
| 5Y | +75.8% | +14.9% | +60.9% | +31.4% |
| All | +108.1% | +216.7% | -108.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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