+1,237.1%
AAPL vs HST
+101.1%
+1,136.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.3% | -2.8% | +5.1% | +3.1% |
| 3M | +8.6% | -6.5% | +15.1% | +10.5% |
| 6M | +21.6% | +20.7% | +0.8% | +14.3% |
| YTD | +16.3% | +30.5% | -14.1% | +6.8% |
| 1Y | +35.1% | +36.8% | -1.7% | +21.8% |
| 3Y | +79.4% | +65.9% | +13.5% | +51.2% |
| 5Y | +109.8% | +73.9% | +35.9% | +73.5% |
| 10Y | +1,237.1% | +107.0% | +1,130.0% | +986.3% |
| All | +1,237.1% | +101.1% | +1,136.0% | +986.3% |
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