-27.4%
U vs HST
+184.9%
-212.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +16.9% | -1.3% | +18.2% | +17.0% |
| 30D | +6.4% | +13.4% | -7.0% | -2.1% |
| 3M | +13.2% | +16.7% | -3.5% | +2.3% |
| 6M | +84.8% | +24.0% | +60.8% | +58.4% |
| YTD | +12.4% | +54.0% | -41.6% | -16.3% |
| 1Y | +19.8% | +55.0% | -35.3% | -11.4% |
| 3Y | +83.8% | +89.3% | -5.5% | +21.8% |
| 5Y | -72.7% | +85.4% | -158.2% | -81.1% |
| All | -27.4% | +184.9% | -212.3% | -40.1% |
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