+69.2%
HST vs RSG
+89.9%
-20.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +0.9% | 0.0% | +0.8% | +0.9% |
| 30D | -2.5% | +4.0% | -6.4% | -3.5% |
| 3M | -5.1% | +7.4% | -12.5% | -7.3% |
| 6M | +21.6% | +0.1% | +21.5% | +21.3% |
| YTD | +31.6% | +6.0% | +25.6% | +28.5% |
| 1Y | +36.1% | -3.0% | +39.1% | +37.0% |
| 3Y | +66.5% | +56.5% | +10.0% | +35.4% |
| All | +69.2% | +89.9% | -20.7% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling