+611.3%
ADI vs HST
+97.7%
+513.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +2.0% | +0.5% | +1.6% |
| 30D | -6.6% | -5.2% | -1.3% | -4.4% |
| 3M | -9.8% | -6.2% | -3.6% | -7.6% |
| 6M | +15.7% | +20.4% | -4.8% | +6.1% |
| YTD | +35.1% | +30.6% | +4.5% | +19.5% |
| 1Y | +47.7% | +37.4% | +10.3% | +27.4% |
| 3Y | +114.5% | +66.1% | +48.3% | +70.3% |
| 5Y | +141.2% | +73.7% | +67.5% | +84.5% |
| 10Y | +611.3% | +99.8% | +511.5% | +392.8% |
| All | +611.3% | +97.7% | +513.6% | +392.8% |
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