+6,817.3%
ABT vs HST
+1,597.5%
+5,219.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +11.6% | +14.5% | -2.9% | +9.4% |
| 3M | +2.3% | +15.4% | -13.1% | +0.2% |
| 6M | +32.7% | +22.0% | +10.8% | +28.9% |
| YTD | -9.6% | +54.9% | -64.5% | -15.3% |
| 1Y | -10.1% | +54.0% | -64.0% | -15.7% |
| 3Y | +25.2% | +90.4% | -65.2% | +13.0% |
| 5Y | -4.5% | +84.2% | -88.8% | -14.5% |
| 10Y | +228.3% | +144.6% | +83.7% | +171.4% |
| All | +6,817.3% | +1,597.5% | +5,219.8% | +3,227.6% |
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 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