+73.9%
HST vs INCY
+69.9%
+4.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | -2.8% | +3.7% | -6.4% | -3.6% |
| 3M | -6.5% | +22.1% | -28.5% | -11.0% |
| 6M | +20.7% | +29.8% | -9.1% | +13.0% |
| YTD | +30.5% | +27.6% | +2.9% | +22.0% |
| 1Y | +36.8% | +47.2% | -10.4% | +22.9% |
| 3Y | +65.9% | +97.0% | -31.1% | +34.4% |
| 5Y | +73.9% | +73.4% | +0.6% | +43.7% |
| All | +73.9% | +69.9% | +4.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling