+37.4%
HST vs EXEL
+52.8%
-15.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | -5.2% | +6.7% | -11.9% | -5.9% |
| 3M | -6.2% | +11.5% | -17.7% | -7.0% |
| 6M | +20.4% | +38.8% | -18.4% | +17.6% |
| YTD | +30.6% | +31.6% | -0.9% | +27.4% |
| 1Y | +37.4% | +53.0% | -15.7% | +32.7% |
| All | +37.4% | +52.8% | -15.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling