+78.0%
HST vs ALC
+2.3%
+75.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -2.7% | +4.9% | -7.6% | -4.1% |
| 30D | +10.7% | +19.0% | -8.3% | +5.2% |
| 3M | +6.3% | +7.8% | -1.5% | +3.6% |
| 6M | +19.0% | +14.6% | +4.4% | +13.5% |
| YTD | +47.0% | -4.4% | +51.5% | +47.9% |
| 1Y | +53.4% | +1.4% | +52.1% | +51.0% |
| 3Y | +78.0% | +2.5% | +75.5% | +73.5% |
| All | +78.0% | +2.3% | +75.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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