+215.4%
ADSK vs HST
+110.3%
+105.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.9% |
| 30D | -14.9% | -2.5% | -12.4% | -14.1% |
| 3M | +3.3% | -5.1% | +8.4% | +5.2% |
| 6M | -15.7% | +21.6% | -37.3% | -22.9% |
| YTD | -28.2% | +31.6% | -59.9% | -36.7% |
| 1Y | -34.5% | +36.1% | -70.7% | -43.3% |
| 3Y | -2.9% | +66.5% | -69.4% | -23.7% |
| 5Y | -25.3% | +76.6% | -101.9% | -42.8% |
| All | +215.4% | +110.3% | +105.0% | +111.2% |
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