+6,784.1%
ABT vs HST
+1,511.7%
+5,272.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +3.5% | -2.7% | +6.2% | +3.9% |
| 30D | +12.0% | +10.7% | +1.3% | +10.4% |
| 3M | +2.5% | +6.3% | -3.8% | +1.5% |
| 6M | +29.1% | +19.0% | +10.1% | +25.7% |
| YTD | -10.1% | +47.0% | -57.1% | -15.1% |
| 1Y | -9.8% | +53.4% | -63.3% | -15.4% |
| 3Y | +23.3% | +78.0% | -54.8% | +12.3% |
| 5Y | -2.4% | +71.7% | -74.0% | -11.6% |
| 10Y | +239.4% | +146.2% | +93.2% | +180.4% |
| All | +6,784.1% | +1,511.7% | +5,272.4% | +3,236.3% |
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