+23.7%
EXC vs HST
+68.9%
-45.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| 3M | -1.3% | -6.4% | +5.1% | -1.0% |
| 6M | -9.7% | +15.0% | -24.7% | -10.1% |
| YTD | +2.9% | +30.5% | -27.6% | +1.9% |
| 1Y | +4.4% | +35.7% | -31.3% | +3.2% |
| All | +23.7% | +68.9% | -45.2% | +19.2% |
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 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