+71.7%
HST vs S
-71.4%
+143.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.0% | -7.7% | +6.7% | +0.1% |
| 30D | -12.3% | -5.3% | -6.9% | -11.9% |
| 3M | -6.4% | +20.3% | -26.6% | -9.5% |
| 6M | +15.0% | +47.4% | -32.4% | +7.1% |
| YTD | +30.5% | +32.5% | -2.0% | +23.2% |
| 1Y | +35.7% | +9.5% | +26.1% | +31.2% |
| 3Y | +68.4% | +15.5% | +52.9% | +56.7% |
| All | +71.7% | -71.4% | +143.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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