+259.5%
ADSK vs HST
+133.7%
+125.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.0% | +3.6% | -2.5% | -0.4% |
| 30D | +14.4% | +11.2% | +3.2% | +9.4% |
| 3M | +2.5% | +13.1% | -10.6% | -2.7% |
| 6M | +14.5% | +23.9% | -9.5% | +4.1% |
| YTD | -10.7% | +52.3% | -63.0% | -25.8% |
| 1Y | -11.0% | +56.7% | -67.7% | -27.1% |
| 3Y | +25.9% | +87.5% | -61.7% | -5.8% |
| 5Y | -19.7% | +82.8% | -102.5% | -39.7% |
| All | +259.5% | +133.7% | +125.8% | +146.7% |
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