+98.3%
AGG vs HST
+352.2%
-253.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.2% | -1.0% | +0.9% | -0.2% |
| 30D | -0.4% | -12.3% | +11.9% | -0.5% |
| 3M | -0.7% | -6.4% | +5.7% | -0.7% |
| 6M | -1.5% | +15.0% | -16.5% | -1.4% |
| YTD | -0.3% | +30.5% | -30.8% | 0.0% |
| 1Y | +1.3% | +35.7% | -34.4% | +1.6% |
| 3Y | +13.2% | +68.4% | -55.1% | +13.9% |
| 5Y | -1.4% | +73.1% | -74.6% | -0.6% |
| 10Y | +14.9% | +92.7% | -77.9% | +16.4% |
| All | +98.3% | +352.2% | -253.9% | +109.4% |
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