+595.3%
HST vs AGI
+4,206.7%
-3,611.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +3.6% | -10.1% | +13.7% | +4.1% |
| 30D | +11.2% | -6.5% | +17.7% | +11.5% |
| 3M | +13.1% | -12.8% | +25.9% | +13.7% |
| 6M | +23.9% | -34.3% | +58.2% | +26.2% |
| YTD | +52.3% | -25.6% | +77.9% | +53.6% |
| 1Y | +56.7% | -14.2% | +70.9% | +56.8% |
| 3Y | +87.5% | +127.3% | -39.8% | +76.9% |
| 5Y | +82.8% | +241.8% | -159.0% | +67.9% |
| 10Y | +134.6% | +381.8% | -247.2% | +104.2% |
| All | +595.3% | +4,206.7% | -3,611.5% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling