+610.1%
HST vs IBN
+1,726.4%
-1,116.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.5% |
| 7D | -2.7% | +15.1% | -17.8% | -7.4% |
| 30D | +10.7% | +21.6% | -10.9% | +3.4% |
| 3M | +6.3% | +11.2% | -4.9% | +2.2% |
| 6M | +19.0% | +27.8% | -8.8% | +9.0% |
| YTD | +47.0% | +14.7% | +32.4% | +39.4% |
| 1Y | +53.4% | +14.4% | +39.0% | +45.6% |
| 3Y | +78.0% | +52.1% | +25.9% | +51.3% |
| 5Y | +71.7% | +70.7% | +1.0% | +40.4% |
| 10Y | +146.2% | +385.5% | -239.3% | +32.1% |
| All | +610.1% | +1,726.4% | -1,116.3% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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