+1,511.7%
HST vs APA
+860.5%
+651.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.8% |
| 7D | -2.7% | -15.5% | +12.8% | +1.7% |
| 30D | +10.7% | +2.4% | +8.3% | +9.6% |
| 3M | +6.3% | +22.8% | -16.5% | -0.6% |
| 6M | +19.0% | +17.9% | +1.0% | +11.3% |
| YTD | +47.0% | +87.7% | -40.6% | +18.4% |
| 1Y | +53.4% | +94.2% | -40.7% | +22.1% |
| 3Y | +78.0% | +27.2% | +50.8% | +52.5% |
| 5Y | +71.7% | +74.1% | -2.5% | +26.6% |
| 10Y | +146.2% | +2.6% | +143.6% | +60.6% |
| All | +1,511.7% | +860.5% | +651.3% | +724.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling