+122.6%
HST vs RVTY
+216.9%
-94.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.6% | +4.1% | -0.5% | +2.3% |
| 30D | +9.9% | +1.3% | +8.6% | +9.3% |
| 3M | +12.9% | +33.3% | -20.3% | +2.0% |
| 6M | +22.9% | +58.3% | -35.4% | +4.1% |
| YTD | +52.4% | +62.7% | -10.3% | +26.8% |
| 1Y | +52.5% | +67.2% | -14.7% | +25.5% |
| 3Y | +87.4% | +87.3% | +0.1% | +45.8% |
| 5Y | +82.9% | -13.4% | +96.4% | +77.9% |
| All | +122.6% | +216.9% | -94.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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