+65.2%
HST vs INCY
+94.3%
-29.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.5% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -5.2% | +3.2% | -8.4% | -5.9% |
| 3M | -6.2% | +23.6% | -29.8% | -10.4% |
| 6M | +20.4% | +29.7% | -9.2% | +13.8% |
| YTD | +30.6% | +25.9% | +4.7% | +23.5% |
| 1Y | +37.4% | +43.7% | -6.4% | +25.6% |
| All | +65.2% | +94.3% | -29.1% | +34.9% |
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