+612.8%
HST vs A
+546.2%
+66.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +10.7% | +3.4% | +7.3% | +9.4% |
| 3M | +6.3% | +23.8% | -17.6% | -1.6% |
| 6M | +19.0% | +49.0% | -30.0% | +2.4% |
| YTD | +47.0% | +29.4% | +17.6% | +32.3% |
| 1Y | +53.4% | +19.4% | +34.1% | +41.8% |
| 3Y | +78.0% | +66.2% | +11.8% | +44.6% |
| 5Y | +71.7% | +15.8% | +55.9% | +55.6% |
| 10Y | +146.2% | +326.1% | -179.9% | +42.6% |
| All | +612.8% | +546.2% | +66.5% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling