-0.9%
AGG vs HST
+83.2%
-84.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | +1.6% | +13.4% | -11.8% | +1.3% |
| 3M | -0.5% | +16.7% | -17.2% | -0.9% |
| 6M | -1.1% | +24.0% | -25.1% | -1.7% |
| YTD | -0.7% | +54.0% | -54.7% | -1.9% |
| 1Y | -0.7% | +55.0% | -55.7% | -1.8% |
| 3Y | +14.5% | +89.3% | -74.8% | +12.6% |
| 5Y | -0.9% | +85.4% | -86.4% | -2.6% |
| All | -0.9% | +83.2% | -84.1% | -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