-27.7%
ACHR vs HST
+71.5%
-99.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | 0.0% | +14.8% | +14.8% |
| 7D | +5.7% | -2.7% | +8.4% | +8.1% |
| 30D | -4.9% | +10.7% | -15.6% | -12.5% |
| 3M | -15.1% | +6.3% | -21.4% | -19.8% |
| 6M | -30.7% | +19.0% | -49.7% | -41.6% |
| YTD | -41.0% | +47.0% | -88.0% | -58.7% |
| 1Y | -50.0% | +53.4% | -103.4% | -66.5% |
| 3Y | -17.0% | +78.0% | -95.0% | -51.7% |
| All | -27.7% | +71.5% | -99.2% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling