+87.5%
HST vs APA
+45.9%
+41.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +3.6% | +8.5% | -5.0% | +2.3% |
| 30D | +11.2% | +2.8% | +8.4% | +10.5% |
| 3M | +13.1% | +21.7% | -8.6% | +9.2% |
| 6M | +23.9% | +32.6% | -8.7% | +17.3% |
| YTD | +52.3% | +103.7% | -51.4% | +27.3% |
| 1Y | +56.7% | +101.8% | -45.1% | +31.0% |
| 3Y | +87.5% | +48.1% | +39.5% | +57.6% |
| All | +87.5% | +45.9% | +41.6% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling