+73.7%
HST vs IAG
+766.8%
-693.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +2.0% | +4.3% | -2.3% | +1.6% |
| 30D | -5.2% | +9.8% | -15.0% | -6.0% |
| 3M | -6.2% | +28.9% | -35.1% | -8.4% |
| 6M | +20.4% | -7.6% | +28.0% | +20.3% |
| YTD | +30.6% | +22.0% | +8.7% | +27.1% |
| 1Y | +37.4% | +99.5% | -62.1% | +27.9% |
| 3Y | +66.1% | +818.3% | -752.1% | +29.5% |
| 5Y | +73.7% | +785.9% | -712.2% | +26.2% |
| All | +73.7% | +766.8% | -693.1% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling