-10.2%
ADSK vs HST
+76.4%
-86.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.9% |
| 7D | +11.4% | +3.3% | +8.1% | +11.0% |
| 30D | +21.9% | +16.4% | +5.5% | +19.9% |
| 3M | +13.9% | +5.5% | +8.4% | +12.8% |
| 6M | +9.1% | +31.1% | -22.0% | +6.2% |
| YTD | -8.8% | +55.9% | -64.7% | -12.4% |
| 1Y | -10.2% | +75.6% | -85.8% | -14.5% |
| All | -10.2% | +76.4% | -86.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling