+1,570.6%
HST vs RRX
+4,349.0%
-2,778.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.6% | +12.6% | -9.0% | -1.9% |
| 30D | +9.9% | +10.6% | -0.7% | +4.2% |
| 3M | +12.9% | +4.6% | +8.3% | +9.2% |
| 6M | +22.9% | -13.6% | +36.5% | +25.8% |
| YTD | +52.4% | +29.4% | +23.0% | +26.0% |
| 1Y | +52.5% | +31.9% | +20.6% | +24.5% |
| 3Y | +87.4% | +68.3% | +19.2% | +28.3% |
| 5Y | +82.9% | +13.2% | +69.7% | +44.9% |
| 10Y | +134.8% | +209.9% | -75.2% | +12.3% |
| All | +1,570.6% | +4,349.0% | -2,778.3% | +381.9% |
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