+63.8%
HST vs AUR
-34.9%
+98.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +2.0% | +19.2% | -17.2% | +0.2% |
| 30D | -5.2% | -7.8% | +2.6% | -4.7% |
| 3M | -6.2% | +4.0% | -10.2% | -7.1% |
| 6M | +20.4% | +45.0% | -24.6% | +14.3% |
| YTD | +30.6% | +69.5% | -38.9% | +21.6% |
| 1Y | +37.4% | +13.0% | +24.3% | +32.7% |
| 3Y | +66.1% | +90.4% | -24.2% | +39.4% |
| 5Y | +73.7% | -34.2% | +107.9% | +39.3% |
| All | +63.8% | -34.9% | +98.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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