+55.2%
HYG vs HST
+110.3%
-55.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | -0.7% | -2.5% | +1.7% | -0.4% |
| 3M | -0.2% | -5.1% | +4.9% | +0.3% |
| 6M | +1.4% | +21.6% | -20.2% | -1.2% |
| YTD | +1.5% | +31.6% | -30.2% | -2.2% |
| 1Y | +2.9% | +36.1% | -33.3% | -1.3% |
| 3Y | +25.6% | +66.5% | -40.8% | +16.6% |
| 5Y | +18.6% | +76.6% | -58.0% | +8.1% |
| All | +55.2% | +110.3% | -55.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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