+121.9%
ADBE vs HST
+138.5%
-16.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.4% | -2.7% | -1.7% | -3.7% |
| 30D | +2.8% | +10.7% | -7.9% | -0.3% |
| 3M | -8.0% | +6.3% | -14.3% | -9.8% |
| 6M | -4.3% | +19.0% | -23.3% | -9.5% |
| YTD | -31.6% | +47.0% | -78.7% | -39.5% |
| 1Y | -26.9% | +53.4% | -80.3% | -36.2% |
| 3Y | -57.7% | +78.0% | -135.7% | -65.2% |
| 5Y | -63.9% | +71.7% | -135.6% | -70.2% |
| All | +121.9% | +138.5% | -16.6% | +74.7% |
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