+1,243.3%
AAPL vs HST
+138.5%
+1,104.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -2.7% | +2.0% | +0.1% |
| 30D | +1.7% | +10.7% | -9.0% | -1.4% |
| 3M | +9.7% | +6.3% | +3.4% | +7.5% |
| 6M | +19.3% | +19.0% | +0.3% | +12.7% |
| YTD | +26.3% | +47.0% | -20.8% | +11.7% |
| 1Y | +27.4% | +53.4% | -26.1% | +11.1% |
| 3Y | +93.6% | +78.0% | +15.6% | +59.7% |
| 5Y | +131.7% | +71.7% | +60.0% | +90.5% |
| All | +1,243.3% | +138.5% | +1,104.8% | +1,010.3% |
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