+67.5%
HST vs ACM
-21.7%
+89.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -1.0% | -3.7% | +2.7% | +0.3% |
| 30D | -12.3% | -11.1% | -1.1% | -8.7% |
| 3M | -6.4% | -8.0% | +1.6% | -4.1% |
| 6M | +15.0% | -29.7% | +44.7% | +31.2% |
| YTD | +30.5% | -29.4% | +59.9% | +47.4% |
| 1Y | +35.7% | -46.4% | +82.1% | +73.8% |
| All | +67.5% | -21.7% | +89.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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