+87.5%
HST vs ATI
+323.3%
-235.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.6% |
| 7D | -1.1% | +6.0% | -7.1% | -2.3% |
| 30D | +11.6% | -3.6% | +15.3% | +12.1% |
| 3M | +9.5% | -18.9% | +28.4% | +13.7% |
| 6M | +18.9% | +16.7% | +2.2% | +12.8% |
| YTD | +51.0% | +61.1% | -10.1% | +32.0% |
| 1Y | +53.0% | +89.3% | -36.3% | +28.7% |
| 3Y | +87.5% | +333.3% | -245.8% | +25.0% |
| All | +87.5% | +323.3% | -235.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling