+71.8%
HST vs IP
-12.5%
+84.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.7% | -4.2% |
| 7D | -4.2% | -5.0% | +0.8% | -2.4% |
| 30D | +9.6% | +6.5% | +3.0% | +6.9% |
| 3M | -1.1% | -18.0% | +16.9% | +6.0% |
| 6M | +21.1% | +10.3% | +10.8% | +14.7% |
| YTD | +47.1% | -9.9% | +57.0% | +48.9% |
| 1Y | +64.0% | -1.1% | +65.1% | +59.4% |
| 3Y | +77.1% | +13.0% | +64.1% | +48.2% |
| 5Y | +71.8% | -12.3% | +84.0% | +69.8% |
| All | +71.8% | -12.5% | +84.2% | +69.8% |
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