+391.7%
APP vs HST
+61.3%
+330.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.0% |
| 7D | +0.9% | -1.0% | +1.9% | +1.6% |
| 30D | -23.3% | -12.3% | -11.0% | -15.4% |
| 3M | -42.6% | -6.4% | -36.3% | -39.6% |
| 6M | -33.6% | +15.0% | -48.6% | -39.8% |
| YTD | -52.4% | +30.5% | -82.9% | -60.4% |
| 1Y | -35.9% | +35.7% | -71.6% | -48.3% |
| 3Y | +642.2% | +68.4% | +573.8% | +404.6% |
| 5Y | +311.1% | +73.1% | +238.0% | +193.0% |
| All | +391.7% | +61.3% | +330.4% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling