+19.7%
HPQ vs HST
+68.6%
-49.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -0.5% | +2.0% | -2.5% | -1.5% |
| 30D | +3.7% | -5.2% | +9.0% | +6.5% |
| 3M | +24.3% | -6.2% | +30.5% | +28.2% |
| 6M | +64.8% | +20.4% | +44.3% | +47.3% |
| YTD | +43.9% | +30.6% | +13.3% | +22.5% |
| 1Y | +11.7% | +37.4% | -25.7% | -8.1% |
| 3Y | +19.7% | +66.1% | -46.4% | -10.4% |
| All | +19.7% | +68.6% | -49.0% | -10.4% |
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