+63.8%
HST vs S
-56.8%
+120.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.0% | -7.7% | +6.7% | 0.0% |
| 30D | -12.3% | -5.3% | -6.9% | -11.9% |
| 3M | -6.4% | +20.3% | -26.6% | -9.3% |
| 6M | +15.0% | +47.4% | -32.4% | +7.5% |
| YTD | +30.5% | +32.5% | -2.0% | +23.5% |
| 1Y | +35.7% | +9.5% | +26.1% | +31.4% |
| 3Y | +68.4% | +15.5% | +52.9% | +57.6% |
| 5Y | +73.1% | -71.2% | +144.3% | +69.3% |
| All | +63.8% | -56.8% | +120.6% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling