+500.0%
APP vs HST
+81.7%
+418.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | -2.7% | +73.9% | +72.5% |
| 30D | +39.1% | +10.7% | +28.4% | +28.2% |
| 3M | +16.5% | +6.3% | +10.3% | +10.4% |
| 6M | -16.6% | +19.0% | -35.5% | -26.6% |
| YTD | -41.9% | +47.0% | -89.0% | -55.9% |
| 1Y | -37.0% | +53.4% | -90.5% | -53.8% |
| 3Y | +892.4% | +78.0% | +814.4% | +542.8% |
| 5Y | +297.3% | +71.7% | +225.6% | +164.4% |
| All | +500.0% | +81.7% | +418.4% | +295.8% |
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