+71.7%
HST vs APD
+27.6%
+44.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.2% |
| 30D | -12.3% | +2.1% | -14.4% | -13.1% |
| 3M | -6.4% | +7.2% | -13.5% | -9.3% |
| 6M | +15.0% | +11.2% | +3.8% | +9.3% |
| YTD | +30.5% | +24.4% | +6.1% | +18.0% |
| 1Y | +35.7% | +6.7% | +29.0% | +30.2% |
| 3Y | +68.4% | +9.2% | +59.1% | +57.1% |
| All | +71.7% | +27.6% | +44.2% | +37.9% |
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