+122.4%
HST vs USFR
+28.6%
+93.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +11.2% | +0.4% | +10.8% | +10.3% |
| 3M | +13.1% | +1.1% | +12.0% | +10.5% |
| 6M | +23.9% | +2.0% | +21.9% | +18.6% |
| YTD | +52.3% | +3.5% | +48.8% | +41.3% |
| 1Y | +56.7% | +4.1% | +52.6% | +43.5% |
| 3Y | +87.5% | +14.4% | +73.2% | +39.5% |
| 5Y | +82.8% | +21.4% | +61.4% | +18.0% |
| All | +122.4% | +28.6% | +93.9% | +29.8% |
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