+137.6%
HST vs ALLE
+222.4%
-84.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.3% |
| 30D | +10.7% | +25.3% | -14.6% | -3.4% |
| 3M | +6.3% | +10.3% | -4.0% | -0.3% |
| 6M | +19.0% | +38.0% | -19.1% | -3.4% |
| YTD | +47.0% | +17.8% | +29.3% | +30.1% |
| 1Y | +53.4% | +13.6% | +39.8% | +38.9% |
| 3Y | +78.0% | +89.2% | -11.2% | +13.8% |
| 5Y | +71.7% | +51.1% | +20.6% | +23.9% |
| All | +137.6% | +222.4% | -84.9% | +24.6% |
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