+230.2%
ABT vs HST
+133.9%
+96.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.6% | +3.6% | -9.2% | -6.1% |
| 30D | +5.2% | +9.9% | -4.7% | +3.6% |
| 3M | -2.7% | +12.9% | -15.6% | -4.6% |
| 6M | +28.8% | +22.9% | +6.0% | +24.5% |
| YTD | -12.3% | +52.4% | -64.7% | -18.2% |
| 1Y | -14.7% | +52.5% | -67.2% | -20.5% |
| 3Y | +21.6% | +87.4% | -65.9% | +8.6% |
| 5Y | -7.8% | +82.9% | -90.7% | -18.2% |
| All | +230.2% | +133.9% | +96.3% | +195.2% |
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 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