+272.3%
ALAB vs HST
+46.8%
+225.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.2% |
| 7D | +3.4% | -1.3% | +4.7% | +5.2% |
| 30D | -28.8% | +13.4% | -42.1% | -33.8% |
| 3M | -26.0% | +16.7% | -42.7% | -32.8% |
| 6M | +11.4% | +24.0% | -12.6% | -5.9% |
| YTD | +38.8% | +54.0% | -15.2% | -0.8% |
| 1Y | +37.8% | +55.0% | -17.2% | -2.5% |
| All | +272.3% | +46.8% | +225.4% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling