+71.7%
HST vs IP
-17.2%
+88.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | -1.0% | -5.3% | +4.2% | +0.9% |
| 30D | -12.3% | -10.9% | -1.4% | -8.5% |
| 3M | -6.4% | +11.2% | -17.5% | -10.9% |
| 6M | +15.0% | -10.2% | +25.2% | +18.0% |
| YTD | +30.5% | -2.0% | +32.5% | +28.5% |
| 1Y | +35.7% | -19.1% | +54.8% | +43.5% |
| 3Y | +68.4% | +20.9% | +47.5% | +39.3% |
| All | +71.7% | -17.2% | +88.9% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling