+64.0%
HST vs AS
0.0%
+64.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.1% |
| 7D | -4.2% | +7.1% | -11.3% | -5.7% |
| 30D | +9.6% | +12.8% | -3.3% | +6.6% |
| 3M | -1.1% | -14.7% | +13.6% | +2.4% |
| 6M | +21.1% | -9.9% | +31.0% | +23.4% |
| YTD | +47.1% | -16.1% | +63.2% | +51.1% |
| 1Y | +64.0% | +0.2% | +63.9% | +73.9% |
| All | +64.0% | 0.0% | +64.0% | +73.9% |
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