+400.4%
ALAB vs HST
+24.5%
+375.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.6% |
| 7D | +7.2% | -1.0% | +8.3% | +7.9% |
| 30D | -2.5% | -12.3% | +9.7% | +5.8% |
| 3M | -13.3% | -6.4% | -6.9% | -11.3% |
| 6M | +172.8% | +15.0% | +157.8% | +137.6% |
| YTD | +86.6% | +30.5% | +56.1% | +47.5% |
| 1Y | +65.2% | +35.7% | +29.5% | +25.3% |
| All | +400.4% | +24.5% | +375.9% | +209.9% |
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