+13,986.6%
COST vs HST
+1,587.7%
+12,399.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | +13.5% | +13.4% | +0.2% | +10.7% |
| 3M | +15.3% | +16.7% | -1.4% | +11.8% |
| 6M | +9.2% | +24.0% | -14.9% | +4.4% |
| YTD | +26.9% | +54.0% | -27.1% | +16.0% |
| 1Y | +19.7% | +55.0% | -35.3% | +9.2% |
| 3Y | +96.0% | +89.3% | +6.7% | +70.1% |
| 5Y | +124.0% | +85.4% | +38.6% | +92.2% |
| 10Y | +760.6% | +137.1% | +623.5% | +560.0% |
| All | +13,986.6% | +1,587.7% | +12,399.0% | +6,693.0% |
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 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