+1,511.7%
HST vs RVTY
+2,899.1%
-1,387.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | +10.7% | +1.0% | +9.7% | +10.2% |
| 3M | +6.3% | +35.8% | -29.6% | -3.7% |
| 6M | +19.0% | +56.7% | -37.7% | +2.7% |
| YTD | +47.0% | +60.7% | -13.7% | +25.0% |
| 1Y | +53.4% | +73.7% | -20.2% | +27.3% |
| 3Y | +78.0% | +82.8% | -4.8% | +43.1% |
| 5Y | +71.7% | -7.0% | +78.7% | +64.5% |
| 10Y | +146.2% | +212.3% | -66.1% | +58.6% |
| All | +1,511.7% | +2,899.1% | -1,387.3% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling