+208.9%
W vs HST
+133.9%
+75.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.9% |
| 7D | -1.7% | +3.6% | -5.3% | -4.0% |
| 30D | +3.2% | +9.9% | -6.7% | -2.8% |
| 3M | +8.3% | +12.9% | -4.6% | +0.2% |
| 6M | +84.3% | +22.9% | +61.4% | +61.6% |
| YTD | +11.0% | +52.4% | -41.4% | -15.0% |
| 1Y | -0.2% | +52.5% | -52.8% | -23.6% |
| 3Y | +157.9% | +87.4% | +70.5% | +82.4% |
| 5Y | -56.8% | +82.9% | -139.7% | -67.8% |
| All | +208.9% | +133.9% | +75.0% | +100.2% |
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