+121.7%
B vs HST
+82.0%
+39.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.6% | -8.7% | -6.7% |
| 7D | +7.1% | +0.6% | +6.5% | +6.9% |
| 30D | -3.3% | +14.5% | -17.8% | -6.2% |
| 3M | -2.5% | +15.4% | -17.9% | -5.5% |
| 6M | -7.2% | +22.0% | -29.2% | -11.1% |
| YTD | -7.4% | +54.9% | -62.2% | -15.2% |
| 1Y | +16.4% | +54.0% | -37.5% | +6.7% |
| 3Y | +178.7% | +90.4% | +88.3% | +143.0% |
| 5Y | +121.7% | +84.2% | +37.5% | +95.2% |
| All | +121.7% | +82.0% | +39.7% | +95.2% |
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 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