+71.7%
HST vs RVTY
-30.5%
+102.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -12.3% | +13.2% | -25.5% | -15.8% |
| 3M | -6.4% | +27.2% | -33.6% | -13.9% |
| 6M | +15.0% | +32.4% | -17.4% | +3.7% |
| YTD | +30.5% | +34.9% | -4.4% | +16.4% |
| 1Y | +35.7% | +52.4% | -16.7% | +15.2% |
| 3Y | +68.4% | +12.3% | +56.1% | +55.5% |
| All | +71.7% | -30.5% | +102.3% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling