-24.8%
U vs HST
+179.4%
-204.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.7% |
| 7D | +32.3% | -1.1% | +33.4% | +32.4% |
| 30D | +9.7% | +11.6% | -1.9% | +1.9% |
| 3M | +19.6% | +9.5% | +10.1% | +12.3% |
| 6M | +82.6% | +18.9% | +63.7% | +60.8% |
| YTD | +16.4% | +51.0% | -34.5% | -12.2% |
| 1Y | +28.5% | +53.0% | -24.5% | -4.1% |
| 3Y | +103.8% | +87.5% | +16.3% | +36.1% |
| 5Y | -70.0% | +76.7% | -146.7% | -78.9% |
| All | -24.8% | +179.4% | -204.2% | -37.2% |
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 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