+16,404.6%
EBAY vs HST
+509.4%
+15,895.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.9% | +3.6% | -4.4% | -1.9% |
| 30D | +3.5% | +11.2% | -7.8% | +0.2% |
| 3M | +16.0% | +13.1% | +2.9% | +11.7% |
| 6M | +7.6% | +23.9% | -16.3% | +0.6% |
| YTD | +40.1% | +52.3% | -12.2% | +22.9% |
| 1Y | +45.0% | +56.7% | -11.6% | +26.0% |
| 3Y | +228.1% | +87.5% | +140.6% | +166.6% |
| 5Y | +78.6% | +82.8% | -4.2% | +43.7% |
| 10Y | +378.8% | +134.6% | +244.2% | +220.6% |
| All | +16,404.6% | +509.4% | +15,895.1% | +6,434.2% |
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