+67.5%
HST vs HDB
-24.6%
+92.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -12.3% | -2.8% | -9.4% | -11.7% |
| 3M | -6.4% | -3.5% | -2.8% | -6.0% |
| 6M | +15.0% | -24.7% | +39.7% | +21.9% |
| YTD | +30.5% | -36.6% | +67.1% | +43.8% |
| 1Y | +35.7% | -34.4% | +70.0% | +48.0% |
| All | +67.5% | -24.6% | +92.1% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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