-41.3%
ALNY vs HST
+38.1%
-79.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.2% | -1.0% | +13.3% | +12.6% |
| 30D | +16.3% | -12.3% | +28.6% | +21.5% |
| 3M | -12.4% | -6.4% | -6.0% | -9.3% |
| 6M | -18.7% | +15.0% | -33.7% | -20.3% |
| YTD | -33.1% | +30.5% | -63.6% | -34.4% |
| 1Y | -41.3% | +35.7% | -77.0% | -44.3% |
| All | -41.3% | +38.1% | -79.4% | -44.3% |
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 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