+13.3%
AGG vs HST
+65.3%
-52.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | -0.2% | -2.8% | +2.5% | -0.2% |
| 3M | -0.7% | -6.5% | +5.8% | -0.5% |
| 6M | -1.8% | +20.7% | -22.5% | -2.3% |
| YTD | -0.6% | +30.5% | -31.0% | -1.3% |
| 1Y | +0.4% | +36.8% | -36.4% | -0.5% |
| All | +13.3% | +65.3% | -52.0% | +11.3% |
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