+24.8%
ALAB vs HST
+51.4%
-26.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.7% | +11.0% | +12.3% |
| 7D | -5.6% | -1.1% | -4.4% | -4.2% |
| 30D | -36.6% | +11.6% | -48.2% | -37.8% |
| 3M | -35.1% | +9.5% | -44.6% | -36.0% |
| 6M | +8.5% | +18.9% | -10.4% | -1.9% |
| YTD | +30.4% | +51.0% | -20.6% | +5.9% |
| All | +24.8% | +51.4% | -26.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling