+124.4%
HST vs ALLE
+331.3%
-207.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -4.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +9.6% | +20.6% | -11.0% | -2.0% |
| 3M | -1.1% | +11.4% | -12.5% | -7.6% |
| 6M | +21.1% | +42.5% | -21.5% | -3.0% |
| YTD | +47.1% | +18.9% | +28.2% | +29.9% |
| 1Y | +64.0% | +14.2% | +49.9% | +48.4% |
| 3Y | +77.1% | +90.7% | -13.6% | +14.9% |
| 5Y | +71.8% | +52.5% | +19.3% | +24.9% |
| 10Y | +146.3% | +231.2% | -84.9% | +17.5% |
| All | +124.4% | +331.3% | -207.0% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling