+543.1%
HST vs ALB
+2,835.3%
-2,292.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.9% |
| 7D | -1.0% | -8.1% | +7.0% | +2.0% |
| 30D | -12.3% | +6.3% | -18.5% | -14.8% |
| 3M | -6.4% | -23.6% | +17.2% | +2.0% |
| 6M | +15.0% | -24.6% | +39.6% | +23.2% |
| YTD | +30.5% | -10.3% | +40.8% | +28.3% |
| 1Y | +35.7% | +61.5% | -25.8% | +2.8% |
| 3Y | +68.4% | -34.0% | +102.4% | +61.3% |
| 5Y | +73.1% | -44.6% | +117.7% | +65.3% |
| 10Y | +92.7% | +76.1% | +16.6% | -5.2% |
| All | +543.1% | +2,835.3% | -2,292.2% | +34.3% |
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