+14,014.6%
EBAY vs HST
+422.3%
+13,592.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -6.7% | -12.3% | +5.6% | -3.1% |
| 3M | -5.0% | -6.4% | +1.4% | -3.3% |
| 6M | +14.6% | +15.0% | -0.4% | +9.5% |
| YTD | +19.8% | +30.5% | -10.7% | +10.1% |
| 1Y | +12.6% | +35.7% | -23.1% | +2.1% |
| 3Y | +141.0% | +68.4% | +72.6% | +102.2% |
| 5Y | +47.5% | +73.1% | -25.6% | +20.6% |
| 10Y | +263.3% | +92.7% | +170.5% | +158.2% |
| All | +14,014.6% | +422.3% | +13,592.3% | +5,754.8% |
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