+2,903.2%
HPQ vs HST
+1,330.6%
+1,572.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | +6.9% | -1.0% | +8.0% | +7.3% |
| 30D | +14.4% | -12.3% | +26.7% | +18.6% |
| 3M | +25.6% | -6.4% | +32.0% | +27.8% |
| 6M | +75.0% | +15.0% | +60.0% | +67.6% |
| YTD | +50.7% | +30.5% | +20.2% | +39.1% |
| 1Y | +18.7% | +35.7% | -17.0% | +8.2% |
| 3Y | +21.5% | +68.4% | -46.9% | +4.1% |
| 5Y | +31.6% | +73.1% | -41.6% | +10.8% |
| 10Y | +216.1% | +92.7% | +123.3% | +149.2% |
| All | +2,903.2% | +1,330.6% | +1,572.6% | +1,037.1% |
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