-0.8%
F vs HST
+57.3%
-58.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -2.7% | +4.2% | +2.7% |
| 30D | +2.6% | +10.7% | -8.1% | -2.5% |
| 3M | -8.8% | +6.3% | -15.1% | -11.7% |
| 6M | +4.6% | +19.0% | -14.3% | -4.5% |
| YTD | -1.9% | +47.0% | -48.9% | -20.2% |
| 1Y | -0.8% | +53.4% | -54.2% | -21.3% |
| All | -0.8% | +57.3% | -58.0% | -21.3% |
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 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