+636.2%
ADI vs HST
+143.2%
+493.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.3% | +2.9% | +5.8% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -3.2% | +14.5% | -17.7% | -8.5% |
| 3M | +2.8% | +15.4% | -12.7% | -3.3% |
| 6M | -5.0% | +22.0% | -27.0% | -13.2% |
| YTD | +46.3% | +54.9% | -8.5% | +20.4% |
| 1Y | +71.6% | +54.0% | +17.7% | +41.5% |
| 3Y | +139.2% | +90.4% | +48.7% | +79.2% |
| 5Y | +136.4% | +84.2% | +52.2% | +75.4% |
| 10Y | +636.2% | +144.6% | +491.6% | +382.6% |
| All | +636.2% | +143.2% | +493.0% | +382.6% |
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 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