+2,502.2%
EXC vs HST
+1,512.4%
+989.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +1.7% |
| 7D | +1.4% | -4.2% | +5.5% | +2.1% |
| 30D | +11.6% | +9.6% | +2.1% | +9.7% |
| 3M | +2.7% | -1.1% | +3.8% | +2.7% |
| 6M | +2.7% | +21.1% | -18.4% | -1.1% |
| YTD | +9.7% | +47.1% | -37.4% | +1.7% |
| 1Y | +4.5% | +64.0% | -59.5% | -5.1% |
| 3Y | +28.5% | +77.1% | -48.6% | +13.3% |
| 5Y | +43.9% | +71.8% | -27.8% | +25.4% |
| 10Y | +183.7% | +146.3% | +37.5% | +122.4% |
| All | +2,502.2% | +1,512.4% | +989.8% | +1,533.5% |
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