+105.5%
B vs HST
+82.3%
+23.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.3% | +3.6% | -10.9% | -8.1% |
| 30D | -3.3% | +11.2% | -14.6% | -5.6% |
| 3M | -7.8% | +13.1% | -20.9% | -10.2% |
| 6M | -15.5% | +23.9% | -39.5% | -19.3% |
| YTD | -12.3% | +52.3% | -64.5% | -19.4% |
| 1Y | +5.4% | +56.7% | -51.3% | -3.7% |
| 3Y | +165.5% | +87.5% | +78.0% | +132.3% |
| All | +105.5% | +82.3% | +23.3% | +81.1% |
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