+71.7%
HST vs APA
+156.4%
-84.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | -1.0% | +0.5% | -1.6% | -1.2% |
| 30D | -12.3% | +23.4% | -35.7% | -16.4% |
| 3M | -6.4% | +12.7% | -19.1% | -9.3% |
| 6M | +15.0% | +39.4% | -24.4% | +4.1% |
| YTD | +30.5% | +79.0% | -48.4% | +10.4% |
| 1Y | +35.7% | +88.8% | -53.2% | +12.4% |
| 3Y | +68.4% | +6.4% | +62.0% | +54.2% |
| All | +71.7% | +156.4% | -84.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling