+87.5%
HST vs INCY
+132.2%
-44.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +11.2% | +8.4% | +2.8% | +9.5% |
| 3M | +13.1% | +0.4% | +12.7% | +12.8% |
| 6M | +23.9% | +22.4% | +1.5% | +18.5% |
| YTD | +52.3% | +22.5% | +29.8% | +44.7% |
| 1Y | +56.7% | +14.8% | +41.9% | +50.8% |
| 3Y | +87.5% | +127.7% | -40.2% | +49.9% |
| All | +87.5% | +132.2% | -44.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 3y: compounded portfolio wealth divided by compounded INCY 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…
3y analysis · Full analysis span regression · 6 months rolling