+69.6%
HST vs EXEL
+164.9%
-95.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.0% | +8.4% | -9.4% | -1.9% |
| 30D | -12.3% | +4.1% | -16.3% | -12.7% |
| 3M | -6.4% | +12.4% | -18.8% | -7.5% |
| 6M | +15.0% | +41.5% | -26.5% | +10.7% |
| YTD | +30.5% | +34.6% | -4.1% | +26.1% |
| 1Y | +35.7% | +57.9% | -22.2% | +28.5% |
| All | +69.6% | +164.9% | -95.3% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling