+122.4%
HST vs RRX
+200.5%
-78.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | +3.6% | +4.3% | -0.8% | +1.6% |
| 30D | +11.2% | +12.3% | -1.1% | +4.9% |
| 3M | +13.1% | +3.7% | +9.4% | +10.0% |
| 6M | +23.9% | -13.9% | +37.8% | +26.9% |
| YTD | +52.3% | +26.5% | +25.8% | +25.5% |
| 1Y | +56.7% | +29.3% | +27.4% | +27.2% |
| 3Y | +87.5% | +65.6% | +22.0% | +22.8% |
| 5Y | +82.8% | +10.6% | +72.2% | +42.5% |
| All | +122.4% | +200.5% | -78.0% | -12.0% |
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