+19.0%
HST vs A
+46.4%
-27.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +10.7% | +3.4% | +7.3% | +10.7% |
| 3M | +6.3% | +23.8% | -17.6% | +5.9% |
| 6M | +19.0% | +49.0% | -30.0% | +19.1% |
| All | +19.0% | +46.4% | -27.4% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling