+144.6%
HST vs ATI
+1,024.4%
-879.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.9% | +1.4% | +4.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +14.5% | -4.8% | +19.2% | +15.8% |
| 3M | +15.4% | -19.9% | +35.3% | +22.7% |
| 6M | +22.0% | +15.4% | +6.6% | +14.0% |
| YTD | +54.9% | +59.2% | -4.4% | +29.1% |
| 1Y | +54.0% | +86.3% | -32.3% | +21.8% |
| 3Y | +90.4% | +318.2% | -227.8% | +8.4% |
| 5Y | +84.2% | +958.6% | -874.4% | -27.2% |
| 10Y | +144.6% | +996.8% | -852.1% | -19.1% |
| All | +144.6% | +1,024.4% | -879.8% | -19.1% |
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