+67.5%
HST vs ALB
-34.0%
+101.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.0% |
| 7D | -1.0% | -8.1% | +7.0% | +0.2% |
| 30D | -12.3% | +6.3% | -18.5% | -13.3% |
| 3M | -6.4% | -23.6% | +17.2% | -2.7% |
| 6M | +15.0% | -24.6% | +39.6% | +18.6% |
| YTD | +30.5% | -10.3% | +40.8% | +29.3% |
| 1Y | +35.7% | +61.5% | -25.8% | +18.6% |
| All | +67.5% | -34.0% | +101.5% | +71.7% |
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