+122.6%
HST vs APD
+191.6%
-69.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +3.6% | +2.2% | +1.4% | +2.5% |
| 30D | +9.9% | +9.4% | +0.5% | +5.2% |
| 3M | +12.9% | +4.7% | +8.3% | +10.3% |
| 6M | +22.9% | +5.5% | +17.4% | +18.7% |
| YTD | +52.4% | +31.4% | +21.0% | +30.5% |
| 1Y | +52.5% | +24.1% | +28.4% | +34.0% |
| 3Y | +87.4% | +28.8% | +58.7% | +56.2% |
| 5Y | +82.9% | +15.8% | +67.2% | +57.6% |
| All | +122.6% | +191.6% | -69.0% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling