+99.8%
HST vs APA
-0.7%
+100.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +2.0% | -1.7% | +3.7% | +2.4% |
| 30D | -5.2% | +15.7% | -21.0% | -8.7% |
| 3M | -6.2% | +16.5% | -22.7% | -10.4% |
| 6M | +20.4% | +35.1% | -14.7% | +9.4% |
| YTD | +30.6% | +82.2% | -51.6% | +9.5% |
| 1Y | +37.4% | +102.5% | -65.1% | +11.3% |
| 3Y | +66.1% | +10.3% | +55.8% | +50.9% |
| 5Y | +73.7% | +166.1% | -92.4% | +19.9% |
| 10Y | +99.8% | -4.9% | +104.7% | +31.7% |
| All | +99.8% | -0.7% | +100.5% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling