+604.2%
COST vs HST
+109.4%
+494.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -4.4% | -0.7% | -3.8% | -4.4% |
| 3M | -8.1% | -4.0% | -4.1% | -7.7% |
| 6M | -9.2% | +20.7% | -29.9% | -12.0% |
| YTD | +5.1% | +31.0% | -25.9% | +0.5% |
| 1Y | -5.1% | +36.2% | -41.3% | -9.9% |
| 3Y | +70.4% | +66.6% | +3.7% | +55.2% |
| 5Y | +104.7% | +75.8% | +28.9% | +84.4% |
| All | +604.2% | +109.4% | +494.8% | +512.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling