+1,330.6%
HST vs RVTY
+2,416.7%
-1,086.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.5% |
| 3M | -6.4% | +27.2% | -33.6% | -13.4% |
| 6M | +15.0% | +32.4% | -17.4% | +4.6% |
| YTD | +30.5% | +34.9% | -4.4% | +17.6% |
| 1Y | +35.7% | +52.4% | -16.7% | +17.3% |
| 3Y | +68.4% | +12.3% | +56.1% | +56.3% |
| 5Y | +73.1% | -30.8% | +103.9% | +81.9% |
| 10Y | +92.7% | +150.7% | -57.9% | +33.2% |
| All | +1,330.6% | +2,416.7% | -1,086.1% | +330.6% |
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