+50.3%
O vs HST
+97.7%
-47.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | +2.0% | -2.5% | -1.2% |
| 30D | -2.0% | -5.2% | +3.3% | -0.2% |
| 3M | +3.0% | -6.2% | +9.2% | +5.0% |
| 6M | -3.6% | +20.4% | -24.1% | -10.2% |
| YTD | +12.1% | +30.6% | -18.6% | +1.2% |
| 1Y | +8.9% | +37.4% | -28.5% | -3.7% |
| 3Y | +30.3% | +66.1% | -35.8% | +4.9% |
| 5Y | +13.7% | +73.7% | -60.0% | -14.5% |
| 10Y | +50.3% | +99.8% | -49.5% | -8.4% |
| All | +50.3% | +97.7% | -47.4% | -8.4% |
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