+992.7%
C vs HST
+1,512.4%
-519.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.7% | +0.6% | -2.2% |
| 7D | -5.3% | -4.2% | -1.1% | -3.2% |
| 30D | -7.3% | +9.6% | -16.9% | -11.5% |
| 3M | -13.5% | -1.1% | -12.4% | -13.3% |
| 6M | -6.5% | +21.1% | -27.6% | -15.5% |
| YTD | +3.6% | +47.1% | -43.5% | -14.8% |
| 1Y | +18.9% | +64.0% | -45.1% | -7.7% |
| 3Y | +205.0% | +77.1% | +127.9% | +126.1% |
| 5Y | +109.4% | +71.8% | +37.6% | +51.6% |
| 10Y | +232.9% | +146.3% | +86.6% | +93.3% |
| All | +992.7% | +1,512.4% | -519.7% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling