+193.7%
HST vs ACI
+29.9%
+163.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | +10.7% | +10.3% | +0.4% | +10.1% |
| 3M | +6.3% | +7.2% | -0.9% | +5.8% |
| 6M | +19.0% | -18.0% | +37.0% | +20.0% |
| YTD | +47.0% | -22.0% | +69.0% | +48.5% |
| 1Y | +53.4% | -23.4% | +76.8% | +55.1% |
| 3Y | +78.0% | -35.8% | +113.8% | +81.3% |
| 5Y | +71.7% | -43.7% | +115.4% | +73.4% |
| All | +193.7% | +29.9% | +163.8% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling