+229.4%
AG vs HST
+77.0%
+152.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +6.3% | -2.7% | +9.0% | +7.7% |
| 30D | -8.9% | +10.7% | -19.7% | -12.9% |
| 3M | -12.2% | +6.3% | -18.4% | -14.5% |
| 6M | -28.3% | +19.0% | -47.3% | -33.7% |
| YTD | -8.8% | +47.0% | -55.9% | -22.5% |
| 1Y | +39.4% | +53.4% | -14.1% | +16.7% |
| 3Y | +229.4% | +78.0% | +151.4% | +143.4% |
| All | +229.4% | +77.0% | +152.4% | +143.4% |
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