+697.3%
DELL vs HST
+67.0%
+630.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | -1.0% | +15.9% | +15.6% |
| 30D | +13.3% | -12.3% | +25.5% | +20.6% |
| 3M | +24.4% | -6.4% | +30.8% | +27.5% |
| 6M | +258.0% | +15.0% | +243.0% | +227.8% |
| YTD | +320.2% | +30.5% | +289.7% | +257.2% |
| 1Y | +319.1% | +35.7% | +283.4% | +246.0% |
| All | +697.3% | +67.0% | +630.3% | +506.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling