+892.4%
APP vs HST
+77.0%
+815.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | -2.7% | +73.9% | +72.1% |
| 30D | +39.1% | +10.7% | +28.4% | +27.6% |
| 3M | +16.5% | +6.3% | +10.3% | +10.0% |
| 6M | -16.6% | +19.0% | -35.5% | -26.7% |
| YTD | -41.9% | +47.0% | -89.0% | -56.1% |
| 1Y | -37.0% | +53.4% | -90.5% | -54.0% |
| 3Y | +892.4% | +78.0% | +814.4% | +524.8% |
| All | +892.4% | +77.0% | +815.4% | +524.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling