+213.6%
RF vs HST
+133.7%
+79.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.9% | +3.6% | -1.6% | -0.4% |
| 30D | +7.3% | +11.2% | -3.9% | 0.0% |
| 3M | -7.9% | +13.1% | -21.0% | -15.2% |
| 6M | +10.5% | +23.9% | -13.4% | -4.7% |
| YTD | +9.6% | +52.3% | -42.6% | -17.5% |
| 1Y | +20.3% | +56.7% | -36.4% | -11.3% |
| 3Y | +119.5% | +87.5% | +32.0% | +41.9% |
| 5Y | +48.2% | +82.8% | -34.6% | -7.5% |
| All | +213.6% | +133.7% | +79.9% | +55.4% |
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