+82.9%
HST vs IAG
+427.4%
-344.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.6% |
| 7D | +3.6% | -2.1% | +5.7% | +3.7% |
| 30D | +9.9% | -6.2% | +16.1% | +10.3% |
| 3M | +12.9% | -5.1% | +18.1% | +13.0% |
| 6M | +22.9% | -10.0% | +32.8% | +23.0% |
| YTD | +52.4% | +3.9% | +48.5% | +49.8% |
| 1Y | +52.5% | +18.9% | +33.7% | +48.2% |
| 3Y | +87.4% | +651.8% | -564.3% | +48.7% |
| 5Y | +82.9% | +416.3% | -333.3% | +50.8% |
| All | +82.9% | +427.4% | -344.4% | +50.8% |
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