+157.6%
B vs HST
+74.0%
+83.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +9.4% | -12.3% | +21.7% | +12.3% |
| 3M | +5.0% | -6.4% | +11.3% | +6.4% |
| 6M | -3.5% | +15.0% | -18.6% | -6.1% |
| YTD | +4.5% | +30.5% | -26.1% | -0.6% |
| 1Y | +67.8% | +35.7% | +32.1% | +58.4% |
| 3Y | +196.7% | +68.4% | +128.3% | +166.8% |
| All | +157.6% | +74.0% | +83.7% | +134.7% |
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 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