+512.8%
F vs HST
+1,512.4%
-999.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | +1.0% |
| 7D | +1.4% | -4.2% | +5.5% | +2.9% |
| 30D | +2.0% | +9.6% | -7.5% | -1.5% |
| 3M | -10.4% | -1.1% | -9.3% | -10.2% |
| 6M | +9.7% | +21.1% | -11.4% | +1.8% |
| YTD | -1.2% | +47.1% | -48.3% | -14.8% |
| 1Y | 0.0% | +64.0% | -64.0% | -17.3% |
| 3Y | +41.1% | +77.1% | -36.0% | +12.9% |
| 5Y | -11.4% | +71.8% | -83.2% | -28.8% |
| 10Y | +85.0% | +146.3% | -61.3% | +24.6% |
| All | +512.8% | +1,512.4% | -999.6% | +124.6% |
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