+67.5%
HST vs ALLE
+42.6%
+25.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -12.3% | -6.8% | -5.5% | -9.7% |
| 3M | -6.4% | +21.0% | -27.4% | -14.5% |
| 6M | +15.0% | +1.1% | +13.9% | +14.0% |
| YTD | +30.5% | -0.5% | +31.0% | +29.3% |
| 1Y | +35.7% | -7.3% | +42.9% | +39.1% |
| All | +67.5% | +42.6% | +25.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling