+14,227.5%
COST vs HST
+1,569.3%
+12,658.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +3.6% | +1.4% | +4.3% |
| 30D | +12.8% | +11.2% | +1.6% | +10.4% |
| 3M | +15.2% | +13.1% | +2.1% | +12.3% |
| 6M | +7.4% | +23.9% | -16.5% | +2.7% |
| YTD | +29.0% | +52.3% | -23.3% | +18.2% |
| 1Y | +20.3% | +56.7% | -36.4% | +9.6% |
| 3Y | +99.0% | +87.5% | +11.5% | +73.0% |
| 5Y | +125.7% | +82.8% | +42.9% | +94.1% |
| 10Y | +775.3% | +134.6% | +640.8% | +572.7% |
| All | +14,227.5% | +1,569.3% | +12,658.2% | +6,823.5% |
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