+303.3%
LOW vs HST
+143.2%
+160.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -2.1% | +1.5% |
| 7D | +8.7% | +0.6% | +8.1% | +8.4% |
| 30D | +25.5% | +14.5% | +11.0% | +19.8% |
| 3M | +6.6% | +15.4% | -8.8% | +1.5% |
| 6M | +2.4% | +22.0% | -19.6% | -4.5% |
| YTD | -1.7% | +54.9% | -56.6% | -15.4% |
| 1Y | +1.7% | +54.0% | -52.3% | -12.3% |
| 3Y | +26.6% | +90.4% | -63.9% | +0.9% |
| 5Y | +10.1% | +84.2% | -74.1% | -13.2% |
| 10Y | +303.3% | +144.6% | +158.7% | +180.8% |
| All | +303.3% | +143.2% | +160.0% | +180.8% |
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