+144.6%
HST vs USFR
+28.5%
+116.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +14.5% | +0.4% | +14.1% | +13.5% |
| 3M | +15.4% | +1.1% | +14.4% | +12.8% |
| 6M | +22.0% | +2.1% | +19.9% | +16.7% |
| YTD | +54.9% | +3.4% | +51.4% | +43.8% |
| 1Y | +54.0% | +4.1% | +49.9% | +41.1% |
| 3Y | +90.4% | +14.4% | +76.0% | +41.8% |
| 5Y | +84.2% | +21.4% | +62.8% | +19.2% |
| 10Y | +144.6% | +28.5% | +116.1% | +43.9% |
| All | +144.6% | +28.5% | +116.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling