+1,330.6%
HST vs APA
+815.8%
+514.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.2% |
| 7D | -1.0% | +0.5% | -1.6% | -1.2% |
| 30D | -12.3% | +23.4% | -35.7% | -17.7% |
| 3M | -6.4% | +12.7% | -19.1% | -10.4% |
| 6M | +15.0% | +39.4% | -24.4% | +1.9% |
| YTD | +30.5% | +79.0% | -48.4% | +7.1% |
| 1Y | +35.7% | +88.8% | -53.2% | +8.8% |
| 3Y | +68.4% | +6.4% | +62.0% | +52.3% |
| 5Y | +73.1% | +153.0% | -79.9% | +14.4% |
| 10Y | +92.7% | +7.5% | +85.2% | +23.7% |
| All | +1,330.6% | +815.8% | +514.8% | +645.7% |
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 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