+803.3%
APP vs HST
+77.1%
+726.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.7% | +36.7% | +34.6% |
| 7D | +39.7% | -4.2% | +43.9% | +42.2% |
| 30D | +27.7% | +9.6% | +18.2% | +18.0% |
| 3M | -14.8% | -1.1% | -13.7% | -14.6% |
| 6M | -25.5% | +21.1% | -46.6% | -35.4% |
| YTD | -47.2% | +47.1% | -94.2% | -60.0% |
| 1Y | -42.3% | +64.0% | -106.3% | -59.9% |
| All | +803.3% | +77.1% | +726.2% | +468.6% |
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