+29.9%
ALL vs HST
+53.7%
-23.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | +12.8% | +9.9% | +2.9% | +12.7% |
| 3M | +4.7% | +12.9% | -8.3% | +4.6% |
| 6M | +24.9% | +22.9% | +2.1% | +23.5% |
| YTD | +30.0% | +52.4% | -22.4% | +24.2% |
| 1Y | +29.9% | +52.5% | -22.6% | +24.2% |
| All | +29.9% | +53.7% | -23.8% | +24.2% |
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 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