+96.6%
HST vs ALLE
+144.1%
-47.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -12.3% | -6.8% | -5.5% | -8.6% |
| 3M | -6.4% | +21.0% | -27.4% | -17.4% |
| 6M | +15.0% | +1.1% | +13.9% | +12.6% |
| YTD | +30.5% | -0.5% | +31.0% | +28.3% |
| 1Y | +35.7% | -7.3% | +42.9% | +38.9% |
| 3Y | +68.4% | +42.3% | +26.1% | +28.8% |
| 5Y | +73.1% | +13.5% | +59.7% | +49.6% |
| All | +96.6% | +144.1% | -47.6% | +13.2% |
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