+1,407.5%
RF vs HST
+1,512.4%
-104.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.5% | +0.6% |
| 7D | -1.6% | -4.2% | +2.5% | +0.4% |
| 30D | +5.0% | +9.6% | -4.5% | +0.3% |
| 3M | -10.0% | -1.1% | -8.9% | -9.8% |
| 6M | +3.3% | +21.1% | -17.8% | -6.4% |
| YTD | +7.9% | +47.1% | -39.2% | -11.2% |
| 1Y | +21.2% | +64.0% | -42.8% | -5.7% |
| 3Y | +105.8% | +77.1% | +28.7% | +53.8% |
| 5Y | +43.7% | +71.8% | -28.0% | +6.3% |
| 10Y | +289.4% | +146.3% | +143.1% | +139.3% |
| All | +1,407.5% | +1,512.4% | -104.8% | +559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling