+114.6%
ALL vs HST
+89.2%
+25.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +12.7% | +13.4% | -0.7% | +10.8% |
| 3M | +0.4% | +16.7% | -16.3% | -1.7% |
| 6M | +23.8% | +24.0% | -0.2% | +19.6% |
| YTD | +27.8% | +54.0% | -26.2% | +18.7% |
| 1Y | +28.9% | +55.0% | -26.2% | +19.5% |
| All | +114.6% | +89.2% | +25.4% | +88.2% |
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 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