+87.5%
HST vs EXEL
+230.5%
-142.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +11.2% | +13.1% | -1.9% | +9.8% |
| 3M | +13.1% | +36.3% | -23.2% | +9.3% |
| 6M | +23.9% | +34.5% | -10.6% | +20.0% |
| YTD | +52.3% | +57.4% | -5.1% | +44.7% |
| 1Y | +56.7% | +62.9% | -6.3% | +48.3% |
| 3Y | +87.5% | +229.5% | -142.0% | +60.9% |
| All | +87.5% | +230.5% | -142.9% | +60.9% |
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