+532.7%
HST vs A
+457.0%
+75.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.4% |
| 30D | -12.3% | +6.9% | -19.2% | -14.4% |
| 3M | -6.4% | +9.2% | -15.6% | -9.5% |
| 6M | +15.0% | +25.7% | -10.7% | +5.0% |
| YTD | +30.5% | +11.5% | +19.0% | +23.8% |
| 1Y | +35.7% | +18.4% | +17.3% | +25.6% |
| 3Y | +68.4% | +26.6% | +41.8% | +50.3% |
| 5Y | +73.1% | -12.8% | +85.9% | +72.8% |
| 10Y | +92.7% | +247.2% | -154.4% | +19.8% |
| All | +532.7% | +457.0% | +75.7% | +181.3% |
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