+122.4%
HST vs RSG
+452.6%
-330.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.2% |
| 30D | +11.2% | +12.7% | -1.5% | +4.0% |
| 3M | +13.1% | +17.9% | -4.8% | +3.0% |
| 6M | +23.9% | +25.0% | -1.1% | +8.5% |
| YTD | +52.3% | +20.8% | +31.5% | +35.0% |
| 1Y | +56.7% | +24.3% | +32.4% | +36.4% |
| 3Y | +87.5% | +65.3% | +22.3% | +31.3% |
| 5Y | +82.8% | +99.1% | -16.3% | +10.7% |
| All | +122.4% | +452.6% | -330.2% | -18.7% |
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