-34.6%
ADSK vs HST
+37.1%
-71.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.4% |
| 7D | -10.9% | +0.7% | -11.6% | -11.0% |
| 30D | -15.9% | -0.7% | -15.2% | -15.8% |
| 3M | -4.4% | -4.0% | -0.4% | -4.0% |
| 6M | -16.6% | +20.7% | -37.3% | -19.2% |
| YTD | -28.5% | +31.0% | -59.6% | -31.2% |
| 1Y | -34.6% | +36.2% | -70.9% | -36.5% |
| All | -34.6% | +37.1% | -71.7% | -36.5% |
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