+25.9%
HD vs HST
+77.0%
-51.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.3% | -2.7% | +7.0% | +5.5% |
| 30D | +20.2% | +10.7% | +9.5% | +15.0% |
| 3M | -1.0% | +6.3% | -7.3% | -3.7% |
| 6M | +7.9% | +19.0% | -11.1% | -0.5% |
| YTD | +2.0% | +47.0% | -45.0% | -14.3% |
| 1Y | -4.3% | +53.4% | -57.7% | -21.1% |
| 3Y | +25.9% | +78.0% | -52.1% | -7.2% |
| All | +25.9% | +77.0% | -51.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling