+2,451.3%
EXC vs HST
+1,511.7%
+939.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | +10.0% | +10.7% | -0.7% | +7.8% |
| 3M | +1.6% | +6.3% | -4.6% | +0.4% |
| 6M | +3.3% | +19.0% | -15.7% | -0.2% |
| YTD | +7.6% | +47.0% | -39.5% | -0.3% |
| 1Y | +3.5% | +53.4% | -50.0% | -4.9% |
| 3Y | +27.7% | +78.0% | -50.3% | +12.5% |
| 5Y | +41.1% | +71.7% | -30.6% | +22.9% |
| 10Y | +178.2% | +146.2% | +32.0% | +118.1% |
| All | +2,451.3% | +1,511.7% | +939.5% | +1,501.7% |
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 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