-4.2%
ABT vs HST
+71.5%
-75.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +3.5% | -2.7% | +6.2% | +4.1% |
| 30D | +12.0% | +10.7% | +1.3% | +9.9% |
| 3M | +2.5% | +6.3% | -3.8% | +1.2% |
| 6M | +29.1% | +19.0% | +10.1% | +24.5% |
| YTD | -10.1% | +47.0% | -57.1% | -16.9% |
| 1Y | -9.8% | +53.4% | -63.3% | -17.4% |
| 3Y | +23.3% | +78.0% | -54.8% | +8.0% |
| All | -4.2% | +71.5% | -75.7% | -15.6% |
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