+374.9%
HST vs RSG
+2,310.6%
-1,935.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.4% |
| 30D | +11.2% | +12.7% | -1.5% | +5.1% |
| 3M | +13.1% | +17.9% | -4.8% | +4.5% |
| 6M | +23.9% | +25.0% | -1.1% | +10.9% |
| YTD | +52.3% | +20.8% | +31.5% | +37.8% |
| 1Y | +56.7% | +24.3% | +32.4% | +39.9% |
| 3Y | +87.5% | +65.3% | +22.3% | +44.4% |
| 5Y | +82.8% | +99.1% | -16.3% | +27.8% |
| 10Y | +134.6% | +452.4% | -317.8% | +3.6% |
| All | +374.9% | +2,310.6% | -1,935.7% | +32.9% |
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