+137.6%
HST vs APD
+185.9%
-48.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -2.7% | -3.7% | +1.0% | -0.9% |
| 30D | +10.7% | +9.6% | +1.1% | +5.9% |
| 3M | +6.3% | +1.6% | +4.6% | +5.2% |
| 6M | +19.0% | +2.2% | +16.8% | +16.6% |
| YTD | +47.0% | +25.9% | +21.2% | +28.6% |
| 1Y | +53.4% | +20.1% | +33.3% | +36.9% |
| 3Y | +78.0% | +12.4% | +65.6% | +58.6% |
| 5Y | +71.7% | +11.1% | +60.6% | +50.8% |
| All | +137.6% | +185.9% | -48.3% | +25.3% |
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