+71.7%
HST vs ALC
-16.0%
+87.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | -1.0% | -2.1% | +1.1% | -0.2% |
| 30D | -12.3% | -0.1% | -12.2% | -12.4% |
| 3M | -6.4% | +5.9% | -12.2% | -9.0% |
| 6M | +15.0% | -15.9% | +30.9% | +22.7% |
| YTD | +30.5% | -10.1% | +40.6% | +34.7% |
| 1Y | +35.7% | -10.2% | +45.9% | +39.6% |
| 3Y | +68.4% | -13.6% | +81.9% | +71.7% |
| All | +71.7% | -16.0% | +87.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling