+2,540.4%
HPQ vs HST
+1,597.5%
+942.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -5.9% | +14.5% | -20.4% | -9.5% |
| 3M | -3.7% | +15.4% | -19.1% | -7.7% |
| 6M | +28.1% | +22.0% | +6.1% | +20.6% |
| YTD | +32.5% | +54.9% | -22.4% | +16.4% |
| 1Y | +18.1% | +54.0% | -35.9% | +3.9% |
| 3Y | +16.4% | +90.4% | -74.0% | -3.7% |
| 5Y | +8.9% | +84.2% | -75.4% | -10.2% |
| 10Y | +157.6% | +144.6% | +13.0% | +90.2% |
| All | +2,540.4% | +1,597.5% | +942.9% | +851.4% |
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 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