+122.6%
HST vs ALLE
+208.6%
-86.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +3.6% | +1.6% | +2.0% | +2.7% |
| 30D | +9.9% | +24.1% | -14.2% | -3.6% |
| 3M | +12.9% | +14.8% | -1.9% | +3.5% |
| 6M | +22.9% | +45.9% | -23.0% | -3.5% |
| YTD | +52.4% | +20.7% | +31.7% | +32.9% |
| 1Y | +52.5% | +14.2% | +38.4% | +37.7% |
| 3Y | +87.4% | +90.7% | -3.2% | +19.3% |
| 5Y | +82.9% | +50.6% | +32.4% | +32.5% |
| All | +122.6% | +208.6% | -86.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling