+52.5%
HST vs AGI
-12.3%
+64.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.7% |
| 7D | +3.6% | -7.5% | +11.1% | +4.2% |
| 30D | +9.9% | -9.9% | +19.8% | +10.6% |
| 3M | +12.9% | -14.2% | +27.1% | +14.1% |
| 6M | +22.9% | -35.2% | +58.1% | +26.4% |
| YTD | +52.4% | -25.2% | +77.7% | +53.2% |
| 1Y | +52.5% | -14.3% | +66.9% | +49.3% |
| All | +52.5% | -12.3% | +64.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling