+78.0%
HST vs APD
+11.7%
+66.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.7% | -3.7% | +1.0% | -1.7% |
| 30D | +10.7% | +9.6% | +1.1% | +8.2% |
| 3M | +6.3% | +1.6% | +4.6% | +5.7% |
| 6M | +19.0% | +2.2% | +16.8% | +18.0% |
| YTD | +47.0% | +25.9% | +21.2% | +35.9% |
| 1Y | +53.4% | +20.1% | +33.3% | +43.7% |
| 3Y | +78.0% | +12.4% | +65.6% | +66.4% |
| All | +78.0% | +11.7% | +66.3% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling