+65.0%
HST vs AFL
+62.8%
+2.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | -2.8% | -5.4% | +2.7% | -1.0% |
| 3M | -6.5% | -0.3% | -6.2% | -6.6% |
| 6M | +20.7% | +5.2% | +15.5% | +18.1% |
| YTD | +30.5% | +5.7% | +24.8% | +27.3% |
| 1Y | +36.8% | +10.2% | +26.6% | +31.6% |
| All | +65.0% | +62.8% | +2.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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