+122,851.5%
AAPL vs HST
+1,330.6%
+121,520.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +3.0% | -12.3% | +15.2% | +6.2% |
| 3M | +2.9% | -6.4% | +9.3% | +4.3% |
| 6M | +22.1% | +15.0% | +7.1% | +17.6% |
| YTD | +18.0% | +30.5% | -12.5% | +10.1% |
| 1Y | +33.9% | +35.7% | -1.7% | +23.5% |
| 3Y | +71.2% | +68.4% | +2.8% | +48.8% |
| 5Y | +112.6% | +73.1% | +39.5% | +81.7% |
| 10Y | +1,198.8% | +92.7% | +1,106.0% | +918.4% |
| All | +122,851.5% | +1,330.6% | +121,520.9% | +43,826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling