+29.4%
B vs HST
+76.4%
-47.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.7% |
| 7D | +1.1% | +3.3% | -2.2% | -0.4% |
| 30D | +0.3% | +16.4% | -16.0% | -6.4% |
| 3M | +5.4% | +5.5% | 0.0% | +2.2% |
| 6M | +5.5% | +31.1% | -25.6% | -6.8% |
| YTD | -6.3% | +55.9% | -62.3% | -21.3% |
| 1Y | +29.4% | +75.6% | -46.2% | +7.7% |
| All | +29.4% | +76.4% | -47.0% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling