+75.6%
HST vs APA
+107.6%
-32.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.1% | +0.9% |
| 7D | +3.3% | -13.0% | +16.3% | +2.6% |
| 30D | +16.4% | +2.0% | +14.4% | +16.4% |
| 3M | +5.5% | +24.9% | -19.4% | +6.9% |
| 6M | +31.1% | +7.2% | +24.0% | +33.2% |
| YTD | +55.9% | +87.1% | -31.2% | +37.5% |
| 1Y | +75.6% | +107.2% | -31.6% | +48.6% |
| All | +75.6% | +107.6% | -32.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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