+67.5%
HST vs ACI
-38.5%
+106.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -12.3% | +5.9% | -18.2% | -12.7% |
| 3M | -6.4% | -19.8% | +13.4% | -4.8% |
| 6M | +15.0% | -24.7% | +39.7% | +17.3% |
| YTD | +30.5% | -24.4% | +54.9% | +32.7% |
| 1Y | +35.7% | -31.5% | +67.2% | +39.9% |
| All | +67.5% | -38.5% | +106.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling