-44.8%
ACHR vs HST
+97.2%
-142.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.5% | -5.6% |
| 7D | -2.7% | -0.3% | -2.3% | -2.4% |
| 30D | -12.1% | -2.8% | -9.4% | -10.6% |
| 3M | +3.4% | -6.5% | +9.9% | +6.9% |
| 6M | -15.6% | +20.7% | -36.4% | -28.3% |
| YTD | -26.9% | +30.5% | -57.3% | -41.4% |
| 1Y | -34.8% | +36.8% | -71.5% | -50.3% |
| 3Y | -19.2% | +65.9% | -85.1% | -45.8% |
| 5Y | -43.8% | +73.9% | -117.7% | -61.0% |
| All | -44.8% | +97.2% | -142.0% | -63.7% |
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