+248.5%
ALAB vs HST
+47.7%
+200.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -2.2% |
| 7D | -7.5% | +0.6% | -8.0% | -7.1% |
| 30D | -36.8% | +14.5% | -51.3% | -41.7% |
| 3M | -31.9% | +15.4% | -47.3% | -37.7% |
| 6M | +8.2% | +22.0% | -13.8% | -7.4% |
| YTD | +29.9% | +54.9% | -24.9% | -7.5% |
| 1Y | +24.4% | +54.0% | -29.5% | -11.4% |
| All | +248.5% | +47.7% | +200.8% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling