-28.2%
ADSK vs HST
+75.9%
-104.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.3% |
| 3M | -7.8% | -6.5% | -1.3% | -5.3% |
| 6M | -20.8% | +20.7% | -41.5% | -28.9% |
| YTD | -30.2% | +30.5% | -60.6% | -40.1% |
| 1Y | -36.5% | +36.8% | -73.2% | -47.2% |
| 3Y | -5.7% | +65.9% | -71.6% | -31.6% |
| 5Y | -28.2% | +73.9% | -102.1% | -47.9% |
| All | -28.2% | +75.9% | -104.1% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling