+166.1%
B vs HST
+77.0%
+89.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +9.6% | -2.7% | +12.3% | +10.3% |
| 30D | +3.5% | +10.7% | -7.2% | +0.8% |
| 3M | -1.6% | +6.3% | -7.8% | -3.1% |
| 6M | -1.7% | +19.0% | -20.6% | -5.8% |
| YTD | -5.3% | +47.0% | -52.4% | -13.1% |
| 1Y | +27.2% | +53.4% | -26.2% | +15.9% |
| 3Y | +166.1% | +78.0% | +88.1% | +123.4% |
| All | +166.1% | +77.0% | +89.1% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling