+495.8%
HST vs AGI
+5,459.2%
-4,963.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -12.3% | +18.2% | -30.5% | -13.1% |
| 3M | -6.4% | -4.1% | -2.2% | -6.3% |
| 6M | +15.0% | -28.7% | +43.7% | +16.6% |
| YTD | +30.5% | -4.0% | +34.5% | +30.1% |
| 1Y | +35.7% | +17.4% | +18.3% | +33.6% |
| 3Y | +68.4% | +203.0% | -134.6% | +56.6% |
| 5Y | +73.1% | +376.7% | -303.5% | +56.5% |
| 10Y | +92.7% | +407.5% | -314.8% | +67.4% |
| All | +495.8% | +5,459.2% | -4,963.3% | +365.2% |
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