+75.6%
HST vs AS
+3.3%
+72.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | +3.3% | +13.8% | -10.4% | +0.3% |
| 30D | +16.4% | +16.7% | -0.3% | +12.3% |
| 3M | +5.5% | -11.5% | +17.0% | +8.2% |
| 6M | +31.1% | -5.5% | +36.6% | +32.2% |
| YTD | +55.9% | -14.2% | +70.1% | +59.2% |
| 1Y | +75.6% | +2.1% | +73.5% | +87.5% |
| All | +75.6% | +3.3% | +72.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling