+52.5%
HST vs AS
-3.0%
+55.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | +3.6% | -3.6% | +7.2% | +4.6% |
| 30D | +9.9% | +3.4% | +6.5% | +8.9% |
| 3M | +12.9% | -8.6% | +21.5% | +15.3% |
| 6M | +22.9% | -10.0% | +32.9% | +25.6% |
| YTD | +52.4% | -19.2% | +71.6% | +58.9% |
| 1Y | +52.5% | -3.8% | +56.3% | +56.3% |
| All | +52.5% | -3.0% | +55.5% | +56.3% |
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