+3,716.0%
ALL vs HST
+1,633.6%
+2,082.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | 0.0% | -1.0% | +1.1% | +0.3% |
| 30D | -1.5% | -12.3% | +10.8% | +2.4% |
| 3M | +23.6% | -6.4% | +30.0% | +25.7% |
| 6M | +22.3% | +15.0% | +7.3% | +16.1% |
| YTD | +26.5% | +30.5% | -4.0% | +15.0% |
| 1Y | +27.0% | +35.7% | -8.7% | +13.8% |
| 3Y | +149.6% | +68.4% | +81.2% | +103.9% |
| 5Y | +118.1% | +73.1% | +45.0% | +70.7% |
| 10Y | +369.0% | +92.7% | +276.2% | +227.3% |
| All | +3,716.0% | +1,633.6% | +2,082.3% | +1,403.3% |
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