+72.3%
AA vs HST
+89.2%
-16.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +3.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.9% |
| 30D | -1.3% | +13.4% | -14.6% | -8.8% |
| 3M | -23.9% | +16.7% | -40.6% | -31.2% |
| 6M | -36.8% | +24.0% | -60.8% | -45.7% |
| YTD | -22.2% | +54.0% | -76.1% | -43.8% |
| 1Y | +10.4% | +55.0% | -44.7% | -20.9% |
| All | +72.3% | +89.2% | -16.9% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling