+82.9%
HST vs S
-70.0%
+153.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.1% |
| 7D | +3.6% | +4.1% | -0.4% | +2.9% |
| 30D | +9.9% | -7.2% | +17.1% | +10.9% |
| 3M | +12.9% | 0.0% | +13.0% | +11.9% |
| 6M | +22.9% | +41.6% | -18.7% | +14.7% |
| YTD | +52.4% | +48.6% | +3.8% | +40.1% |
| 1Y | +52.5% | +30.0% | +22.5% | +42.9% |
| 3Y | +87.4% | +42.2% | +45.3% | +67.3% |
| 5Y | +82.9% | -70.8% | +153.7% | +84.3% |
| All | +82.9% | -70.0% | +153.0% | +84.3% |
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