+56.7%
HST vs ALLE
+15.3%
+41.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +3.6% | +3.6% | 0.0% | +2.7% |
| 30D | +11.2% | +25.9% | -14.7% | +5.4% |
| 3M | +13.1% | +15.8% | -2.7% | +9.3% |
| 6M | +23.9% | +48.1% | -24.2% | +11.2% |
| YTD | +52.3% | +22.0% | +30.3% | +39.2% |
| 1Y | +56.7% | +18.0% | +38.6% | +46.5% |
| All | +56.7% | +15.3% | +41.3% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling