+122.4%
HST vs Z
-16.5%
+138.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.8% |
| 7D | +3.6% | +0.8% | +2.7% | +3.3% |
| 30D | +11.2% | +5.2% | +6.0% | +9.6% |
| 3M | +13.1% | -17.0% | +30.1% | +16.4% |
| 6M | +23.9% | -22.7% | +46.6% | +28.7% |
| YTD | +52.3% | -56.3% | +108.6% | +75.5% |
| 1Y | +56.7% | -57.7% | +114.3% | +81.3% |
| 3Y | +87.5% | -16.5% | +104.1% | +85.0% |
| 5Y | +82.8% | -53.4% | +136.2% | +92.2% |
| All | +122.4% | -16.5% | +138.9% | +74.2% |
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