-32.0%
APP vs HST
+54.6%
-86.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +48.9% | -1.3% | +50.2% | +48.7% |
| 30D | +49.4% | +13.4% | +36.1% | +36.3% |
| 3M | +27.0% | +16.7% | +10.3% | +13.3% |
| 6M | -15.4% | +24.0% | -39.4% | -23.8% |
| YTD | -39.9% | +54.0% | -93.9% | -47.0% |
| 1Y | -32.0% | +55.0% | -87.0% | -40.0% |
| All | -32.0% | +54.6% | -86.6% | -40.0% |
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 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