-5.5%
ADSK vs HST
+65.3%
-70.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -14.5% | -0.3% | -14.2% | -14.4% |
| 30D | -19.3% | -2.8% | -16.5% | -18.5% |
| 3M | -7.8% | -6.5% | -1.3% | -5.8% |
| 6M | -20.8% | +20.7% | -41.5% | -27.4% |
| YTD | -30.2% | +30.5% | -60.6% | -38.3% |
| 1Y | -36.5% | +36.8% | -73.2% | -45.3% |
| All | -5.5% | +65.3% | -70.8% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling