-7.3%
COST vs HST
+37.9%
-45.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -5.3% | -2.8% | -2.5% | -5.3% |
| 3M | -6.7% | -6.5% | -0.2% | -6.6% |
| 6M | -9.9% | +20.7% | -30.7% | -9.5% |
| YTD | +5.1% | +30.5% | -25.3% | +4.4% |
| 1Y | -7.3% | +36.8% | -44.1% | -11.2% |
| All | -7.3% | +37.9% | -45.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling