+1,299.2%
HST vs IT
+6,105.9%
-4,806.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.6% |
| 7D | -1.0% | -6.0% | +5.0% | +0.6% |
| 30D | -12.3% | 0.0% | -12.3% | -12.5% |
| 3M | -6.4% | +13.1% | -19.4% | -11.4% |
| 6M | +15.0% | +11.7% | +3.3% | +8.0% |
| YTD | +30.5% | -26.1% | +56.6% | +36.3% |
| 1Y | +35.7% | -21.3% | +56.9% | +38.1% |
| 3Y | +68.4% | -46.7% | +115.1% | +88.3% |
| 5Y | +73.1% | -40.5% | +113.6% | +85.6% |
| 10Y | +92.7% | +103.9% | -11.2% | +43.5% |
| All | +1,299.2% | +6,105.9% | -4,806.7% | +363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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