+367.8%
HST vs IAG
+377.5%
-9.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -12.3% | +28.9% | -41.1% | -14.2% |
| 3M | -6.4% | +19.1% | -25.5% | -8.1% |
| 6M | +15.0% | -10.3% | +25.3% | +15.1% |
| YTD | +30.5% | +24.2% | +6.3% | +26.6% |
| 1Y | +35.7% | +116.5% | -80.8% | +25.0% |
| 3Y | +68.4% | +742.8% | -674.4% | +34.2% |
| 5Y | +73.1% | +753.3% | -680.2% | +33.5% |
| 10Y | +92.7% | +403.2% | -310.5% | +43.7% |
| All | +367.8% | +377.5% | -9.7% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling