+1,173.8%
HST vs INCY
+6,660.0%
-5,486.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | -1.0% | +1.9% | -2.9% | -1.3% |
| 30D | -12.3% | +5.8% | -18.1% | -13.0% |
| 3M | -6.4% | +25.2% | -31.6% | -9.7% |
| 6M | +15.0% | +28.2% | -13.2% | +10.5% |
| YTD | +30.5% | +28.3% | +2.2% | +25.1% |
| 1Y | +35.7% | +48.3% | -12.7% | +26.9% |
| 3Y | +68.4% | +95.9% | -27.6% | +49.5% |
| 5Y | +73.1% | +66.6% | +6.5% | +56.5% |
| 10Y | +92.7% | +54.5% | +38.2% | +68.0% |
| All | +1,173.8% | +6,660.0% | -5,486.2% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling