+2,340.5%
EXC vs HST
+1,330.6%
+1,009.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | -3.7% | -12.3% | +8.5% | -1.5% |
| 3M | -1.3% | -6.4% | +5.1% | -0.2% |
| 6M | -9.7% | +15.0% | -24.7% | -12.2% |
| YTD | +2.9% | +30.5% | -27.6% | -2.4% |
| 1Y | +4.4% | +35.7% | -31.3% | -1.9% |
| 3Y | +22.2% | +68.4% | -46.2% | +8.8% |
| 5Y | +46.7% | +73.1% | -26.4% | +27.6% |
| 10Y | +155.3% | +92.7% | +62.6% | +109.1% |
| All | +2,340.5% | +1,330.6% | +1,009.9% | +1,467.3% |
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