+108.1%
HST vs Z
-6.2%
+114.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.0% |
| 7D | +0.7% | -11.6% | +12.3% | +3.1% |
| 30D | -0.7% | -8.5% | +7.8% | +0.8% |
| 3M | -4.0% | -7.9% | +3.9% | -3.0% |
| 6M | +20.7% | -29.1% | +49.8% | +27.9% |
| YTD | +31.0% | -54.2% | +85.2% | +50.5% |
| 1Y | +36.2% | -63.5% | +99.8% | +63.1% |
| 3Y | +66.6% | -38.6% | +105.3% | +75.1% |
| 5Y | +75.8% | -66.0% | +141.8% | +93.1% |
| All | +108.1% | -6.2% | +114.3% | +57.9% |
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