+1,609.3%
HST vs IP
+345.0%
+1,264.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.5% |
| 7D | +3.3% | +3.4% | -0.1% | +1.5% |
| 30D | +16.4% | +11.2% | +5.1% | +10.0% |
| 3M | +5.5% | -14.8% | +20.2% | +13.6% |
| 6M | +31.1% | +17.3% | +13.8% | +18.0% |
| YTD | +55.9% | -6.2% | +62.1% | +54.3% |
| 1Y | +75.6% | +2.3% | +73.3% | +65.7% |
| 3Y | +87.8% | +17.7% | +70.1% | +54.1% |
| 5Y | +86.6% | -8.4% | +95.1% | +73.2% |
| 10Y | +161.1% | +32.1% | +129.0% | +90.8% |
| All | +1,609.3% | +345.0% | +1,264.3% | +334.1% |
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