+56.4%
HST vs AS
+131.9%
-75.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.1% |
| 7D | -1.3% | -3.0% | +1.8% | -0.6% |
| 30D | +13.4% | +9.6% | +3.8% | +11.3% |
| 3M | +16.7% | -8.2% | +24.9% | +18.4% |
| 6M | +24.0% | -9.9% | +33.9% | +26.0% |
| YTD | +54.0% | -16.8% | +70.7% | +58.2% |
| 1Y | +55.0% | +3.0% | +52.1% | +53.0% |
| All | +56.4% | +131.9% | -75.5% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling