+71.6%
HST vs RVTY
-7.4%
+79.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | +10.7% | +1.0% | +9.7% | +10.2% |
| 3M | +6.3% | +35.8% | -29.6% | -4.4% |
| 6M | +19.0% | +56.7% | -37.7% | +1.3% |
| YTD | +47.0% | +60.7% | -13.7% | +23.0% |
| 1Y | +53.4% | +73.7% | -20.2% | +24.7% |
| 3Y | +78.0% | +82.8% | -4.8% | +40.1% |
| All | +71.6% | -7.4% | +79.0% | +66.2% |
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 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