+137.9%
HST vs RVTY
+217.6%
-79.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.5% |
| 7D | -1.1% | +6.0% | -7.1% | -3.1% |
| 30D | +11.6% | +4.3% | +7.3% | +9.9% |
| 3M | +9.5% | +40.2% | -30.7% | -2.6% |
| 6M | +18.9% | +59.3% | -40.4% | +0.6% |
| YTD | +51.0% | +66.5% | -15.6% | +24.7% |
| 1Y | +53.0% | +77.5% | -24.5% | +23.5% |
| 3Y | +87.5% | +92.5% | -5.0% | +44.7% |
| 5Y | +76.7% | -6.8% | +83.5% | +67.6% |
| 10Y | +137.9% | +225.4% | -87.5% | +28.2% |
| All | +137.9% | +217.6% | -79.7% | +28.2% |
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