+272.5%
RF vs HST
+142.8%
+129.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.9% | -2.7% | +1.8% | +0.7% |
| 30D | +6.0% | +10.7% | -4.7% | -0.9% |
| 3M | -8.9% | +6.3% | -15.1% | -12.7% |
| 6M | +2.3% | +19.0% | -16.6% | -9.4% |
| YTD | +7.6% | +47.0% | -39.5% | -17.3% |
| 1Y | +21.2% | +53.4% | -32.3% | -9.5% |
| 3Y | +108.5% | +78.0% | +30.5% | +39.3% |
| 5Y | +43.2% | +71.7% | -28.5% | -6.9% |
| All | +272.5% | +142.8% | +129.7% | +76.0% |
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