+122.4%
HST vs ALLE
+211.7%
-89.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +3.6% | +3.6% | 0.0% | +1.5% |
| 30D | +11.2% | +25.9% | -14.7% | -3.2% |
| 3M | +13.1% | +15.8% | -2.7% | +3.2% |
| 6M | +23.9% | +48.1% | -24.2% | -3.6% |
| YTD | +52.3% | +22.0% | +30.3% | +32.0% |
| 1Y | +56.7% | +18.0% | +38.6% | +38.6% |
| 3Y | +87.5% | +93.1% | -5.6% | +18.5% |
| 5Y | +82.8% | +52.1% | +30.7% | +31.7% |
| All | +122.4% | +211.7% | -89.2% | +12.7% |
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