+31,139.8%
HD vs HST
+1,330.6%
+29,809.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | -1.0% | -1.0% | -1.8% |
| 30D | -8.4% | -12.3% | +3.8% | -5.1% |
| 3M | +4.3% | -6.4% | +10.7% | +6.1% |
| 6M | -11.1% | +15.0% | -26.1% | -14.7% |
| YTD | -4.7% | +30.5% | -35.2% | -11.8% |
| 1Y | -19.8% | +35.7% | -55.5% | -26.7% |
| 3Y | +4.1% | +68.4% | -64.3% | -11.2% |
| 5Y | +10.3% | +73.1% | -62.8% | -8.7% |
| 10Y | +203.2% | +92.7% | +110.4% | +126.9% |
| All | +31,139.8% | +1,330.6% | +29,809.2% | +10,938.7% |
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