+651.0%
HST vs ALB
+2,112.1%
-1,461.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +3.6% | -3.6% | +7.2% | +4.9% |
| 30D | +9.9% | -2.9% | +12.8% | +10.6% |
| 3M | +12.9% | -25.8% | +38.8% | +24.8% |
| 6M | +22.9% | -53.6% | +76.4% | +59.6% |
| YTD | +52.4% | -32.4% | +84.8% | +65.1% |
| 1Y | +52.5% | -13.0% | +65.6% | +48.8% |
| 3Y | +87.4% | -15.0% | +102.4% | +59.0% |
| 5Y | +82.9% | -63.5% | +146.5% | +105.7% |
| 10Y | +134.8% | +34.7% | +100.0% | +26.9% |
| All | +651.0% | +2,112.1% | -1,461.1% | +72.9% |
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