+108.1%
HST vs RSG
+425.0%
-316.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.7% |
| 30D | -0.7% | +2.8% | -3.5% | -2.2% |
| 3M | -4.0% | +4.3% | -8.3% | -6.8% |
| 6M | +20.7% | -0.5% | +21.2% | +19.9% |
| YTD | +31.0% | +5.2% | +25.8% | +25.5% |
| 1Y | +36.2% | -2.1% | +38.4% | +35.9% |
| 3Y | +66.6% | +56.5% | +10.1% | +19.0% |
| 5Y | +75.8% | +89.5% | -13.7% | +6.9% |
| All | +108.1% | +425.0% | -316.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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