+11,743.1%
COST vs HST
+1,330.6%
+10,412.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -2.8% | -12.3% | +9.5% | -0.4% |
| 3M | -5.7% | -6.4% | +0.7% | -4.7% |
| 6M | -8.8% | +15.0% | -23.8% | -11.5% |
| YTD | +6.7% | +30.5% | -23.8% | +0.8% |
| 1Y | -3.6% | +35.7% | -39.3% | -9.8% |
| 3Y | +75.1% | +68.4% | +6.7% | +55.4% |
| 5Y | +108.9% | +73.1% | +35.8% | +81.7% |
| 10Y | +586.2% | +92.7% | +493.4% | +448.0% |
| All | +11,743.1% | +1,330.6% | +10,412.4% | +5,802.1% |
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