+137.6%
HST vs ALB
+33.3%
+104.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -2.7% | +9.1% | -11.8% | -5.0% |
| 30D | +10.7% | -3.4% | +14.1% | +11.4% |
| 3M | +6.3% | -20.6% | +26.8% | +12.0% |
| 6M | +19.0% | -48.2% | +67.1% | +39.3% |
| YTD | +47.0% | -29.2% | +76.3% | +53.9% |
| 1Y | +53.4% | +10.0% | +43.4% | +40.6% |
| 3Y | +78.0% | -12.9% | +90.9% | +57.6% |
| 5Y | +71.7% | -61.3% | +133.0% | +89.5% |
| All | +137.6% | +33.3% | +104.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling