-33.6%
APP vs HST
+16.3%
-49.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | +0.9% | -1.0% | +1.9% | +1.5% |
| 30D | -23.3% | -12.3% | -11.0% | -15.9% |
| 3M | -42.6% | -6.4% | -36.3% | -37.9% |
| 6M | -33.6% | +15.0% | -48.6% | -31.3% |
| All | -33.6% | +16.3% | -49.9% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling