+6,642.4%
ABT vs HST
+1,330.6%
+5,311.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | -1.0% | -2.6% | -3.5% |
| 30D | +2.5% | -12.3% | +14.7% | +4.3% |
| 3M | +20.2% | -6.4% | +26.5% | +21.2% |
| 6M | -2.9% | +15.0% | -17.9% | -5.0% |
| YTD | -11.9% | +30.5% | -42.4% | -15.4% |
| 1Y | -16.5% | +35.7% | -52.2% | -20.4% |
| 3Y | +12.1% | +68.4% | -56.3% | +2.9% |
| 5Y | -7.4% | +73.1% | -80.5% | -16.3% |
| 10Y | +210.7% | +92.7% | +118.0% | +165.6% |
| All | +6,642.4% | +1,330.6% | +5,311.8% | +3,224.5% |
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