+387.7%
V vs HST
+92.5%
+295.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | +2.0% | -12.3% | +14.2% | +6.3% |
| 3M | +17.4% | -6.4% | +23.7% | +19.5% |
| 6M | +17.5% | +15.0% | +2.5% | +11.4% |
| YTD | +7.6% | +30.5% | -22.9% | -2.4% |
| 1Y | +7.7% | +35.7% | -28.0% | -3.9% |
| 3Y | +54.7% | +68.4% | -13.7% | +25.6% |
| 5Y | +73.0% | +73.1% | -0.1% | +36.0% |
| All | +387.7% | +92.5% | +295.2% | +255.3% |
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