-29.4%
ARKK vs HST
+75.9%
-105.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +5.1% | -2.8% | +7.9% | +7.3% |
| 3M | +12.7% | -6.5% | +19.2% | +17.7% |
| 6M | +13.8% | +20.7% | -6.9% | -4.2% |
| YTD | +9.9% | +30.5% | -20.5% | -13.5% |
| 1Y | +10.4% | +36.8% | -26.4% | -17.6% |
| 3Y | +93.6% | +65.9% | +27.7% | +21.4% |
| 5Y | -29.4% | +73.9% | -103.3% | -55.4% |
| All | -29.4% | +75.9% | -105.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling