+307.0%
HST vs RSG
+2,015.2%
-1,708.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -12.3% | +7.6% | -19.8% | -15.2% |
| 3M | -6.4% | +7.4% | -13.8% | -9.8% |
| 6M | +15.0% | -3.3% | +18.3% | +15.8% |
| YTD | +30.5% | +6.0% | +24.5% | +25.8% |
| 1Y | +35.7% | -3.7% | +39.3% | +36.3% |
| 3Y | +68.4% | +59.1% | +9.3% | +32.1% |
| 5Y | +73.1% | +89.0% | -15.9% | +24.0% |
| 10Y | +92.7% | +412.5% | -319.8% | -11.6% |
| All | +307.0% | +2,015.2% | -1,708.2% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling