+46.2%
HST vs A
+19.8%
+26.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +10.7% | +3.4% | +7.3% | +10.3% |
| 3M | +6.3% | +23.8% | -17.6% | +3.3% |
| 6M | +19.0% | +49.0% | -30.0% | +12.2% |
| YTD | +47.0% | +29.4% | +17.6% | +42.4% |
| All | +46.2% | +19.8% | +26.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling