+133.0%
AAPL vs HST
+71.5%
+61.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -2.7% | +2.0% | +0.4% |
| 30D | +1.7% | +10.7% | -9.0% | -2.5% |
| 3M | +9.7% | +6.3% | +3.4% | +6.8% |
| 6M | +19.3% | +19.0% | +0.3% | +10.2% |
| YTD | +26.3% | +47.0% | -20.8% | +6.4% |
| 1Y | +27.4% | +53.4% | -26.1% | +5.1% |
| 3Y | +93.6% | +78.0% | +15.6% | +45.8% |
| All | +133.0% | +71.5% | +61.5% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling