+78.2%
HST vs ACM
+230.8%
-152.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -1.0% | -3.7% | +2.7% | +1.3% |
| 30D | -12.3% | -11.1% | -1.1% | -6.9% |
| 3M | -6.4% | -8.0% | +1.6% | -3.3% |
| 6M | +15.0% | -29.7% | +44.7% | +38.7% |
| YTD | +30.5% | -29.4% | +59.9% | +55.3% |
| 1Y | +35.7% | -46.4% | +82.1% | +89.3% |
| 3Y | +68.4% | -22.3% | +90.7% | +82.6% |
| 5Y | +73.1% | +4.5% | +68.7% | +53.9% |
| 10Y | +92.7% | +127.6% | -34.9% | -4.8% |
| All | +78.2% | +230.8% | -152.6% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling