+336.0%
IR vs HST
+114.1%
+221.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.5% | +3.6% | -1.1% | +0.7% |
| 30D | +9.2% | +11.2% | -2.0% | +3.3% |
| 3M | +0.9% | +13.1% | -12.1% | -5.3% |
| 6M | +19.2% | +23.9% | -4.7% | +6.3% |
| YTD | +7.5% | +52.3% | -44.8% | -13.6% |
| 1Y | +11.7% | +56.7% | -44.9% | -11.5% |
| 3Y | +23.9% | +87.5% | -63.6% | -11.2% |
| 5Y | +46.4% | +82.8% | -36.4% | +2.7% |
| All | +336.0% | +114.1% | +221.9% | +159.4% |
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