+366.6%
HST vs AU
+793.6%
-427.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -1.0% | -3.6% | +2.6% | -0.7% |
| 30D | -12.3% | +23.9% | -36.1% | -14.4% |
| 3M | -6.4% | +19.1% | -25.4% | -8.5% |
| 6M | +15.0% | -0.2% | +15.2% | +14.0% |
| YTD | +30.5% | +32.5% | -1.9% | +24.9% |
| 1Y | +35.7% | +96.9% | -61.3% | +23.8% |
| 3Y | +68.4% | +614.7% | -546.4% | +29.5% |
| 5Y | +73.1% | +647.7% | -574.6% | +29.6% |
| 10Y | +92.7% | +679.2% | -586.5% | +30.3% |
| All | +366.6% | +793.6% | -427.1% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling