-52.8%
ACHR vs HST
+134.1%
-186.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.3% | +0.8% | +2.3% |
| 7D | +14.0% | +0.6% | +13.5% | +13.7% |
| 30D | -5.0% | +14.5% | -19.5% | -13.8% |
| 3M | -24.8% | +15.4% | -40.2% | -32.3% |
| 6M | -27.3% | +22.0% | -49.3% | -38.3% |
| YTD | -37.4% | +54.9% | -92.2% | -55.6% |
| 1Y | -44.3% | +54.0% | -98.2% | -60.5% |
| 3Y | -5.2% | +90.4% | -95.7% | -42.6% |
| 5Y | -20.8% | +84.2% | -105.1% | -50.3% |
| All | -52.8% | +134.1% | -186.8% | -72.5% |
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 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