+1,330.6%
HST vs RRX
+3,904.5%
-2,573.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +3.4% | -4.5% | -2.5% |
| 30D | -12.3% | -11.1% | -1.1% | -7.6% |
| 3M | -6.4% | -23.7% | +17.4% | +2.9% |
| 6M | +15.0% | -22.0% | +37.0% | +22.7% |
| YTD | +30.5% | +16.5% | +14.0% | +14.4% |
| 1Y | +35.7% | +11.5% | +24.2% | +20.0% |
| 3Y | +68.4% | +1.5% | +66.9% | +45.1% |
| 5Y | +73.1% | +18.3% | +54.9% | +34.7% |
| 10Y | +92.7% | +209.8% | -117.1% | -6.9% |
| All | +1,330.6% | +3,904.5% | -2,573.9% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling