+78.0%
HST vs HDB
-11.1%
+89.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -2.7% | +13.3% | -16.0% | -5.2% |
| 30D | +10.7% | +13.6% | -2.8% | +7.8% |
| 3M | +6.3% | +5.8% | +0.5% | +4.9% |
| 6M | +19.0% | -1.9% | +20.9% | +18.8% |
| YTD | +47.0% | -31.2% | +78.2% | +57.6% |
| 1Y | +53.4% | -29.6% | +83.0% | +63.5% |
| 3Y | +78.0% | -10.1% | +88.1% | +74.8% |
| All | +78.0% | -11.1% | +89.1% | +74.8% |
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