+36.8%
HST vs INDA
-7.9%
+44.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -0.3% | -2.6% | +2.3% | +1.1% |
| 30D | -2.8% | -2.9% | +0.2% | -1.2% |
| 3M | -6.5% | +2.4% | -8.9% | -7.6% |
| 6M | +20.7% | -2.6% | +23.3% | +20.5% |
| YTD | +30.5% | -10.0% | +40.4% | +31.4% |
| 1Y | +36.8% | -7.7% | +44.4% | +36.8% |
| All | +36.8% | -7.9% | +44.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling