+100.7%
HST vs ACM
+233.3%
-132.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -2.7% | +5.4% | -8.1% | -5.8% |
| 30D | +10.7% | +15.1% | -4.4% | +1.5% |
| 3M | +6.3% | -10.5% | +16.7% | +11.9% |
| 6M | +19.0% | -19.7% | +38.7% | +32.0% |
| YTD | +47.0% | -28.8% | +75.9% | +73.5% |
| 1Y | +53.4% | -47.9% | +101.3% | +118.1% |
| 3Y | +78.0% | -12.4% | +90.4% | +78.2% |
| 5Y | +71.7% | +0.6% | +71.1% | +56.7% |
| 10Y | +146.2% | +161.3% | -15.1% | +11.1% |
| All | +100.7% | +233.3% | -132.6% | -30.4% |
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