+602.9%
HST vs AGI
+4,416.0%
-3,813.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +13.4% | -7.6% | +21.0% | +13.7% |
| 3M | +16.7% | -10.2% | +26.9% | +17.2% |
| 6M | +24.0% | -31.5% | +55.5% | +26.0% |
| YTD | +54.0% | -22.0% | +76.0% | +54.9% |
| 1Y | +55.0% | -7.9% | +62.9% | +54.6% |
| 3Y | +89.3% | +137.6% | -48.2% | +78.2% |
| 5Y | +85.4% | +256.7% | -171.3% | +69.9% |
| 10Y | +137.1% | +405.2% | -268.0% | +106.0% |
| All | +602.9% | +4,416.0% | -3,813.1% | +454.1% |
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