+106.2%
COST vs HST
+72.4%
+33.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -4.0% | -5.2% | +1.3% | -3.0% |
| 3M | -6.5% | -6.2% | -0.2% | -5.5% |
| 6M | -8.5% | +20.4% | -29.0% | -12.4% |
| YTD | +6.0% | +30.6% | -24.6% | -0.6% |
| 1Y | -5.8% | +37.4% | -43.2% | -12.8% |
| 3Y | +71.8% | +66.1% | +5.7% | +48.7% |
| 5Y | +106.2% | +73.7% | +32.5% | +83.0% |
| All | +106.2% | +72.4% | +33.8% | +83.0% |
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