+663.1%
HST vs ALB
+2,114.0%
-1,450.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +4.1% |
| 7D | +0.6% | +5.3% | -4.7% | -1.6% |
| 30D | +14.5% | -6.3% | +20.7% | +16.7% |
| 3M | +15.4% | -27.4% | +42.8% | +28.5% |
| 6M | +22.0% | -53.1% | +75.1% | +57.7% |
| YTD | +54.9% | -32.3% | +87.2% | +67.7% |
| 1Y | +54.0% | -7.3% | +61.3% | +46.4% |
| 3Y | +90.4% | -14.9% | +105.4% | +61.6% |
| 5Y | +84.2% | -62.0% | +146.3% | +103.5% |
| 10Y | +144.6% | +33.0% | +111.6% | +33.0% |
| All | +663.1% | +2,114.0% | -1,450.9% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling