+99.8%
HST vs ATI
+1,051.1%
-951.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +2.0% | +3.2% | -1.2% | +1.0% |
| 30D | -5.2% | -9.0% | +3.8% | -2.6% |
| 3M | -6.2% | +15.1% | -21.3% | -11.3% |
| 6M | +20.4% | +38.1% | -17.7% | +6.6% |
| YTD | +30.6% | +80.7% | -50.0% | +5.8% |
| 1Y | +37.4% | +167.5% | -130.2% | -2.9% |
| 3Y | +66.1% | +366.0% | -299.9% | -7.2% |
| 5Y | +73.7% | +1,088.8% | -1,015.0% | -32.5% |
| 10Y | +99.8% | +1,055.0% | -955.2% | -34.8% |
| All | +99.8% | +1,051.1% | -951.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling