+5.2%
EXC vs HST
+36.8%
-31.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | -3.7% | -12.3% | +8.5% | -3.5% |
| 3M | -1.3% | -6.4% | +5.1% | -1.0% |
| 6M | -9.7% | +15.0% | -24.7% | -9.6% |
| YTD | +2.9% | +30.5% | -27.6% | +2.2% |
| All | +5.2% | +36.8% | -31.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling