+78.1%
HST vs ALLE
+90.7%
-12.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -4.6% |
| 7D | -4.2% | 0.0% | -4.2% | -4.1% |
| 30D | +9.6% | +20.6% | -11.0% | +1.7% |
| 3M | -1.1% | +11.4% | -12.5% | -5.3% |
| 6M | +21.1% | +42.5% | -21.5% | +3.7% |
| YTD | +47.1% | +18.9% | +28.2% | +35.7% |
| 1Y | +64.0% | +14.2% | +49.9% | +54.5% |
| All | +78.1% | +90.7% | -12.6% | +29.9% |
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