+36.8%
HST vs IAG
+102.4%
-65.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | -2.8% | +11.4% | -14.2% | -3.5% |
| 3M | -6.5% | +33.0% | -39.5% | -8.5% |
| 6M | +20.7% | -6.0% | +26.7% | +20.1% |
| YTD | +30.5% | +24.6% | +5.9% | +27.8% |
| 1Y | +36.8% | +105.0% | -68.2% | +27.9% |
| All | +36.8% | +102.4% | -65.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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