+3,646.0%
ALL vs HST
+1,853.1%
+1,792.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -1.9% | -2.7% | +0.7% | -1.1% |
| 30D | +13.8% | +10.7% | +3.1% | +10.1% |
| 3M | -7.0% | +6.3% | -13.2% | -8.9% |
| 6M | +18.0% | +19.0% | -0.9% | +10.9% |
| YTD | +24.2% | +47.0% | -22.8% | +8.6% |
| 1Y | +31.2% | +53.4% | -22.3% | +13.0% |
| 3Y | +107.5% | +78.0% | +29.5% | +66.8% |
| 5Y | +144.8% | +71.7% | +73.1% | +92.4% |
| 10Y | +375.8% | +146.2% | +229.6% | +206.8% |
| All | +3,646.0% | +1,853.1% | +1,792.9% | +1,319.3% |
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 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