+66.3%
AA vs HST
+142.8%
-76.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +0.9% | -2.7% | +3.6% | +2.8% |
| 30D | -6.7% | +10.7% | -17.4% | -12.9% |
| 3M | -16.3% | +6.3% | -22.6% | -20.1% |
| 6M | -37.1% | +19.0% | -56.1% | -44.7% |
| YTD | -25.0% | +47.0% | -72.0% | -43.6% |
| 1Y | +8.6% | +53.4% | -44.9% | -20.7% |
| 3Y | +57.2% | +78.0% | -20.8% | +2.7% |
| 5Y | -13.0% | +71.7% | -84.7% | -42.8% |
| All | +66.3% | +142.8% | -76.5% | -9.9% |
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