+2,544.1%
HPQ vs HST
+1,511.7%
+1,032.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | -11.7% | +10.7% | -22.4% | -14.3% |
| 3M | +2.0% | +6.3% | -4.3% | +0.1% |
| 6M | +35.9% | +19.0% | +16.9% | +29.0% |
| YTD | +32.7% | +47.0% | -14.4% | +18.3% |
| 1Y | +14.3% | +53.4% | -39.2% | +0.6% |
| 3Y | +17.8% | +78.0% | -60.2% | -0.6% |
| 5Y | +7.6% | +71.7% | -64.1% | -9.4% |
| 10Y | +171.7% | +146.2% | +25.5% | +100.7% |
| All | +2,544.1% | +1,511.7% | +1,032.4% | +867.2% |
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 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