+33,950.9%
HD vs HST
+1,512.4%
+32,438.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.1% | +0.1% |
| 7D | +6.4% | -4.2% | +10.5% | +7.6% |
| 30D | +22.1% | +9.6% | +12.5% | +18.9% |
| 3M | -0.2% | -1.1% | +0.9% | 0.0% |
| 6M | +12.6% | +21.1% | -8.5% | +6.4% |
| YTD | +3.9% | +47.1% | -43.2% | -7.1% |
| 1Y | -3.7% | +64.0% | -67.8% | -16.6% |
| 3Y | +27.9% | +77.1% | -49.3% | +7.6% |
| 5Y | +7.8% | +71.8% | -63.9% | -10.5% |
| 10Y | +269.4% | +146.3% | +123.1% | +158.2% |
| All | +33,950.9% | +1,512.4% | +32,438.6% | +11,529.3% |
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 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