+107.0%
HST vs USFR
+28.0%
+79.0%
-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 | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.8% | +0.3% | -3.1% | -3.4% |
| 3M | -6.5% | +1.0% | -7.5% | -8.4% |
| 6M | +20.7% | +1.9% | +18.8% | +15.9% |
| YTD | +30.5% | +2.7% | +27.8% | +23.4% |
| 1Y | +36.8% | +4.0% | +32.8% | +25.7% |
| 3Y | +65.9% | +14.0% | +51.9% | +25.2% |
| 5Y | +73.9% | +20.4% | +53.5% | +15.7% |
| 10Y | +107.0% | +28.0% | +79.0% | +25.3% |
| All | +107.0% | +28.0% | +79.0% | +25.3% |
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