+75.0%
HST vs RRX
+17.0%
+58.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -2.8% | -8.0% | +5.2% | -0.3% |
| 3M | -6.5% | -25.1% | +18.6% | +0.8% |
| 6M | +20.7% | -18.3% | +39.0% | +24.4% |
| YTD | +30.5% | +14.2% | +16.3% | +17.6% |
| 1Y | +36.8% | +13.0% | +23.7% | +22.6% |
| 3Y | +65.9% | +4.2% | +61.7% | +47.7% |
| All | +75.0% | +17.0% | +58.0% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling