-42.7%
ACHR vs HST
+97.3%
-140.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.1% |
| 7D | -0.7% | -1.0% | +0.3% | 0.0% |
| 30D | +9.8% | -12.3% | +22.1% | +19.6% |
| 3M | -10.5% | -6.4% | -4.1% | -7.7% |
| 6M | -15.5% | +15.0% | -30.5% | -25.6% |
| YTD | -24.1% | +30.5% | -54.6% | -39.2% |
| 1Y | -32.4% | +35.7% | -68.1% | -48.2% |
| 3Y | -11.6% | +68.4% | -80.0% | -41.3% |
| 5Y | -42.9% | +73.1% | -116.0% | -60.3% |
| All | -42.7% | +97.3% | -140.0% | -62.3% |
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