+82.9%
HST vs APD
+15.4%
+67.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.6% | +2.2% | +1.4% | +2.8% |
| 30D | +9.9% | +9.4% | +0.5% | +6.4% |
| 3M | +12.9% | +4.7% | +8.3% | +11.0% |
| 6M | +22.9% | +5.5% | +17.4% | +19.9% |
| YTD | +52.4% | +31.4% | +21.0% | +35.0% |
| 1Y | +52.5% | +24.1% | +28.4% | +38.0% |
| 3Y | +87.4% | +28.8% | +58.7% | +63.1% |
| 5Y | +82.9% | +15.8% | +67.2% | +55.2% |
| All | +82.9% | +15.4% | +67.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling