+336.0%
IR vs HST
+116.5%
+219.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.1% | -1.3% | +2.3% | +1.7% |
| 30D | +7.6% | +13.4% | -5.8% | +0.8% |
| 3M | +0.1% | +16.7% | -16.6% | -7.6% |
| 6M | +14.0% | +24.0% | -10.1% | +1.6% |
| YTD | +7.5% | +54.0% | -46.5% | -14.1% |
| 1Y | +10.1% | +55.0% | -44.9% | -12.4% |
| 3Y | +24.9% | +89.3% | -64.5% | -10.9% |
| 5Y | +46.9% | +85.4% | -38.6% | +2.3% |
| All | +336.0% | +116.5% | +219.5% | +157.9% |
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