+30.6%
ALNY vs HST
+72.0%
-41.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.5% | -4.2% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | +11.9% | -0.7% | +12.6% | +12.1% |
| 3M | -15.0% | -4.0% | -11.0% | -13.8% |
| 6M | -23.2% | +20.7% | -43.9% | -27.2% |
| YTD | -37.8% | +31.0% | -68.8% | -42.4% |
| 1Y | -47.3% | +36.2% | -83.5% | -51.9% |
| 3Y | +22.9% | +66.6% | -43.8% | +2.6% |
| 5Y | +30.6% | +75.8% | -45.2% | +11.3% |
| All | +30.6% | +72.0% | -41.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling