+316.0%
ARKK vs HST
+82.2%
+233.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +4.6% | +3.6% | +1.0% | +2.8% |
| 30D | -12.2% | +9.9% | -22.1% | -16.0% |
| 3M | -6.0% | +12.9% | -18.9% | -11.3% |
| 6M | -2.2% | +22.9% | -25.1% | -11.9% |
| YTD | -0.5% | +52.4% | -53.0% | -19.5% |
| 1Y | -6.0% | +52.5% | -58.5% | -24.0% |
| 3Y | +92.5% | +87.4% | +5.1% | +41.8% |
| 5Y | -34.4% | +82.9% | -117.3% | -50.3% |
| 10Y | +307.2% | +134.8% | +172.5% | +168.0% |
| All | +316.0% | +82.2% | +233.7% | +180.0% |
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