+226.8%
LOW vs HST
+97.7%
+129.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.4% | +2.0% | -1.6% | -0.3% |
| 30D | -10.1% | -5.2% | -4.9% | -8.5% |
| 3M | -2.9% | -6.2% | +3.4% | -0.9% |
| 6M | -19.4% | +20.4% | -39.8% | -24.4% |
| YTD | -15.4% | +30.6% | -46.1% | -22.8% |
| 1Y | -24.9% | +37.4% | -62.3% | -32.8% |
| 3Y | -7.8% | +66.1% | -73.9% | -23.1% |
| 5Y | +8.4% | +73.7% | -65.3% | -12.6% |
| 10Y | +226.8% | +99.8% | +127.0% | +142.4% |
| All | +226.8% | +97.7% | +129.1% | +142.4% |
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