+78.0%
HST vs ALB
-16.8%
+94.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.7% | +9.1% | -11.8% | -4.0% |
| 30D | +10.7% | -3.4% | +14.1% | +11.1% |
| 3M | +6.3% | -20.6% | +26.8% | +9.5% |
| 6M | +19.0% | -48.2% | +67.1% | +30.6% |
| YTD | +47.0% | -29.2% | +76.3% | +50.5% |
| 1Y | +53.4% | +10.0% | +43.4% | +44.3% |
| 3Y | +78.0% | -12.9% | +90.9% | +61.0% |
| All | +78.0% | -16.8% | +94.8% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling