+87.5%
HST vs RSG
+66.5%
+21.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | +2.5% | +1.1% | +3.3% |
| 30D | +11.2% | +12.7% | -1.5% | +9.8% |
| 3M | +13.1% | +17.9% | -4.8% | +11.1% |
| 6M | +23.9% | +25.0% | -1.1% | +20.6% |
| YTD | +52.3% | +20.8% | +31.5% | +48.5% |
| 1Y | +56.7% | +24.3% | +32.4% | +51.9% |
| 3Y | +87.5% | +65.3% | +22.3% | +78.0% |
| All | +87.5% | +66.5% | +21.1% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling