+1,330.6%
HST vs APD
+6,115.6%
-4,785.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | -1.0% | -2.2% | +1.2% | +0.2% |
| 30D | -12.3% | +2.1% | -14.4% | -13.4% |
| 3M | -6.4% | +7.2% | -13.5% | -10.6% |
| 6M | +15.0% | +11.2% | +3.8% | +7.1% |
| YTD | +30.5% | +24.4% | +6.1% | +13.8% |
| 1Y | +35.7% | +6.7% | +29.0% | +27.8% |
| 3Y | +68.4% | +9.2% | +59.1% | +50.9% |
| 5Y | +73.1% | +27.4% | +45.8% | +39.9% |
| 10Y | +92.7% | +164.8% | -72.1% | +0.7% |
| All | +1,330.6% | +6,115.6% | -4,785.0% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling