+294.5%
AG vs HST
+105.8%
+188.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +6.3% | -2.7% | +9.0% | +7.1% |
| 30D | -8.9% | +10.7% | -19.7% | -11.4% |
| 3M | -12.2% | +6.3% | -18.4% | -13.6% |
| 6M | -28.3% | +19.0% | -47.3% | -31.6% |
| YTD | -8.8% | +47.0% | -55.9% | -17.8% |
| 1Y | +39.4% | +53.4% | -14.1% | +24.2% |
| 3Y | +229.4% | +78.0% | +151.4% | +179.2% |
| 5Y | +14.5% | +71.7% | -57.1% | -3.4% |
| 10Y | +82.7% | +146.2% | -63.5% | +27.8% |
| All | +294.5% | +105.8% | +188.7% | +102.4% |
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 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