+1,330.6%
HST vs IP
+364.8%
+965.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.8% |
| 7D | -1.0% | -5.3% | +4.2% | +1.7% |
| 30D | -12.3% | -10.9% | -1.4% | -7.1% |
| 3M | -6.4% | +11.2% | -17.5% | -12.7% |
| 6M | +15.0% | -10.2% | +25.2% | +17.9% |
| YTD | +30.5% | -2.0% | +32.5% | +27.0% |
| 1Y | +35.7% | -19.1% | +54.8% | +44.0% |
| 3Y | +68.4% | +20.9% | +47.5% | +37.0% |
| 5Y | +73.1% | -17.8% | +90.9% | +70.6% |
| 10Y | +92.7% | +23.5% | +69.2% | +46.5% |
| All | +1,330.6% | +364.8% | +965.8% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling