+236.1%
ALNY vs HST
+110.3%
+125.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -6.5% | +0.9% | -7.4% | -6.7% |
| 30D | +11.0% | -2.5% | +13.5% | +11.7% |
| 3M | -14.1% | -5.1% | -8.9% | -12.9% |
| 6M | -22.4% | +21.6% | -44.0% | -25.6% |
| YTD | -37.5% | +31.6% | -69.1% | -41.1% |
| 1Y | -46.9% | +36.1% | -83.1% | -50.5% |
| 3Y | +22.1% | +66.5% | -44.4% | +7.3% |
| 5Y | +31.2% | +76.6% | -45.4% | +13.1% |
| All | +236.1% | +110.3% | +125.8% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling