-55.4%
APP vs HST
+76.4%
-131.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +9.8% |
| 7D | +4.5% | +3.3% | +1.2% | +2.4% |
| 30D | -3.6% | +16.4% | -20.0% | -12.5% |
| 3M | -35.3% | +5.5% | -40.7% | -37.0% |
| 6M | -42.8% | +31.1% | -73.9% | -49.6% |
| YTD | -59.7% | +55.9% | -115.6% | -65.5% |
| 1Y | -55.4% | +75.6% | -131.0% | -63.3% |
| All | -55.4% | +76.4% | -131.7% | -63.3% |
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