-1.7%
AGG vs HST
+76.1%
-77.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | -0.4% | -5.2% | +4.9% | -0.2% |
| 3M | -0.3% | -6.2% | +6.0% | -0.1% |
| 6M | -1.2% | +20.4% | -21.7% | -1.7% |
| YTD | -0.4% | +30.6% | -31.0% | -1.0% |
| 1Y | +0.4% | +37.4% | -37.0% | -0.4% |
| 3Y | +13.4% | +66.1% | -52.7% | +11.9% |
| All | -1.7% | +76.1% | -77.9% | -2.6% |
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