+75.6%
HST vs APD
+36.4%
+39.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +3.3% | +3.8% | -0.5% | +2.9% |
| 30D | +16.4% | +14.1% | +2.2% | +14.6% |
| 3M | +5.5% | +8.2% | -2.7% | +4.4% |
| 6M | +31.1% | +7.5% | +23.6% | +30.2% |
| YTD | +55.9% | +31.7% | +24.3% | +44.4% |
| 1Y | +75.6% | +35.1% | +40.5% | +57.0% |
| All | +75.6% | +36.4% | +39.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling