+595.7%
HAL vs HST
+1,330.6%
-734.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +2.9% | -1.0% | +4.0% | +3.3% |
| 30D | +17.0% | -12.3% | +29.3% | +22.4% |
| 3M | -9.7% | -6.4% | -3.3% | -8.0% |
| 6M | +8.6% | +15.0% | -6.4% | +2.0% |
| YTD | +33.0% | +30.5% | +2.5% | +19.1% |
| 1Y | +68.3% | +35.7% | +32.6% | +48.4% |
| 3Y | +0.1% | +68.4% | -68.3% | -19.0% |
| 5Y | +102.6% | +73.1% | +29.5% | +60.3% |
| 10Y | +3.8% | +92.7% | -88.9% | -19.6% |
| All | +595.7% | +1,330.6% | -734.9% | +205.0% |
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