+156.4%
ADBE vs HST
+101.1%
+55.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -8.9% | -0.3% | -8.6% | -8.8% |
| 30D | -6.6% | -2.8% | -3.9% | -5.9% |
| 3M | +7.1% | -6.5% | +13.6% | +8.9% |
| 6M | -9.8% | +20.7% | -30.5% | -15.2% |
| YTD | -27.2% | +30.5% | -57.6% | -33.3% |
| 1Y | -28.0% | +36.8% | -64.8% | -35.1% |
| 3Y | -54.5% | +65.9% | -120.4% | -61.8% |
| 5Y | -61.5% | +73.9% | -135.4% | -68.0% |
| 10Y | +156.4% | +107.0% | +49.4% | +104.3% |
| All | +156.4% | +101.1% | +55.4% | +104.3% |
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 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