+133,818.3%
AAPL vs HST
+1,597.5%
+132,220.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | +3.5% | +14.5% | -11.0% | +0.1% |
| 3M | +13.1% | +15.4% | -2.4% | +9.0% |
| 6M | +19.0% | +22.0% | -3.0% | +12.9% |
| YTD | +28.5% | +54.9% | -26.3% | +14.9% |
| 1Y | +29.7% | +54.0% | -24.3% | +16.0% |
| 3Y | +89.2% | +90.4% | -1.2% | +59.7% |
| 5Y | +141.2% | +84.2% | +57.0% | +102.7% |
| 10Y | +1,306.6% | +144.6% | +1,162.0% | +940.9% |
| All | +133,818.3% | +1,597.5% | +132,220.8% | +45,738.2% |
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