+87.5%
HST vs ATI
+318.7%
-231.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.7% |
| 7D | +3.6% | +4.2% | -0.6% | +2.7% |
| 30D | +11.2% | -2.5% | +13.7% | +11.4% |
| 3M | +13.1% | -19.4% | +32.5% | +17.6% |
| 6M | +23.9% | +11.1% | +12.8% | +18.9% |
| YTD | +52.3% | +59.5% | -7.3% | +33.3% |
| 1Y | +56.7% | +85.8% | -29.1% | +32.3% |
| 3Y | +87.5% | +311.9% | -224.4% | +27.2% |
| All | +87.5% | +318.7% | -231.2% | +27.2% |
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