+164.7%
B vs HST
+77.1%
+87.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.7% | +6.2% | +2.0% |
| 7D | +4.3% | -4.2% | +8.5% | +5.4% |
| 30D | -0.9% | +9.6% | -10.5% | -3.2% |
| 3M | -1.4% | -1.1% | -0.2% | -1.4% |
| 6M | +5.0% | +21.1% | -16.1% | +0.3% |
| YTD | -5.8% | +47.1% | -52.9% | -13.5% |
| 1Y | +25.6% | +64.0% | -38.4% | +13.2% |
| All | +164.7% | +77.1% | +87.5% | +122.2% |
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