+53.4%
HST vs IP
-0.2%
+53.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -2.7% | -5.1% | +2.4% | -1.4% |
| 30D | +10.7% | +8.5% | +2.2% | +8.4% |
| 3M | +6.3% | -13.8% | +20.1% | +10.0% |
| 6M | +19.0% | +5.7% | +13.2% | +16.0% |
| YTD | +47.0% | -9.1% | +56.2% | +48.5% |
| 1Y | +53.4% | -0.8% | +54.3% | +48.0% |
| All | +53.4% | -0.2% | +53.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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