+3,701.6%
ALNY vs HST
+285.7%
+3,415.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.2% | -1.0% | +13.3% | +12.7% |
| 30D | +16.3% | -12.3% | +28.6% | +21.7% |
| 3M | -12.4% | -6.4% | -6.0% | -10.3% |
| 6M | -18.7% | +15.0% | -33.7% | -22.5% |
| YTD | -33.1% | +30.5% | -63.6% | -39.0% |
| 1Y | -41.3% | +35.7% | -77.0% | -47.5% |
| 3Y | +32.3% | +68.4% | -36.1% | +7.5% |
| 5Y | +34.8% | +73.1% | -38.4% | +5.4% |
| 10Y | +284.7% | +92.7% | +192.0% | +156.4% |
| All | +3,701.6% | +285.7% | +3,415.9% | +1,590.5% |
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