+122.6%
HST vs Z
-19.3%
+141.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +3.6% | -4.9% | +8.5% | +4.6% |
| 30D | +9.9% | +3.0% | +6.9% | +8.8% |
| 3M | +12.9% | -13.4% | +26.3% | +15.2% |
| 6M | +22.9% | -27.3% | +50.2% | +29.2% |
| YTD | +52.4% | -57.8% | +110.2% | +76.8% |
| 1Y | +52.5% | -60.0% | +112.6% | +78.6% |
| 3Y | +87.4% | -21.5% | +109.0% | +87.2% |
| 5Y | +82.9% | -55.0% | +137.9% | +93.7% |
| All | +122.6% | -19.3% | +141.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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