+445.6%
AG vs HST
+82.7%
+363.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +19.2% | -12.3% | +31.4% | +23.5% |
| 3M | +6.2% | -6.4% | +12.5% | +8.1% |
| 6M | -26.7% | +15.0% | -41.7% | -29.5% |
| YTD | +26.1% | +30.5% | -4.4% | +17.4% |
| 1Y | +131.7% | +35.7% | +96.0% | +113.0% |
| 3Y | +255.3% | +68.4% | +187.0% | +204.8% |
| 5Y | +61.9% | +73.1% | -11.2% | +36.5% |
| 10Y | +72.0% | +92.7% | -20.7% | +28.9% |
| All | +445.6% | +82.7% | +363.0% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling