-2.6%
HD vs HST
+53.2%
-55.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.5% | +3.6% | -2.1% | -0.3% |
| 30D | +18.0% | +11.2% | +6.8% | +11.8% |
| 3M | +2.8% | +13.1% | -10.3% | -3.4% |
| 6M | +17.0% | +23.9% | -6.9% | +2.9% |
| YTD | +3.5% | +52.3% | -48.8% | -21.0% |
| 1Y | -2.6% | +56.7% | -59.3% | -27.6% |
| All | -2.6% | +53.2% | -55.8% | -27.6% |
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 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