+204.4%
ABT vs HST
+97.7%
+106.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -2.1% | -5.2% | +3.1% | -1.3% |
| 3M | +17.4% | -6.2% | +23.7% | +18.5% |
| 6M | -2.4% | +20.4% | -22.8% | -5.4% |
| YTD | -14.2% | +30.6% | -44.8% | -18.0% |
| 1Y | -18.3% | +37.4% | -55.7% | -22.6% |
| 3Y | +11.5% | +66.1% | -54.6% | +1.6% |
| 5Y | -9.9% | +73.7% | -83.6% | -19.2% |
| 10Y | +204.4% | +99.8% | +104.6% | +172.0% |
| All | +204.4% | +97.7% | +106.7% | +172.0% |
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