+207.4%
ALAB vs HST
+40.2%
+167.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -26.3% | -2.7% | -23.6% | -24.3% |
| 30D | -50.1% | +10.7% | -60.8% | -52.9% |
| 3M | -42.5% | +6.3% | -48.7% | -44.3% |
| 6M | -10.8% | +19.0% | -29.8% | -22.6% |
| YTD | +14.6% | +47.0% | -32.4% | -15.5% |
| 1Y | +17.1% | +53.4% | -36.3% | -16.8% |
| All | +207.4% | +40.2% | +167.2% | +77.6% |
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