+1,560.2%
HST vs IT
+6,189.1%
-4,628.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +0.6% | -7.5% | +8.1% | +2.8% |
| 30D | +14.5% | -1.2% | +15.6% | +14.2% |
| 3M | +15.4% | -2.2% | +17.6% | +14.6% |
| 6M | +22.0% | +19.1% | +2.9% | +12.1% |
| YTD | +54.9% | -25.1% | +80.0% | +59.5% |
| 1Y | +54.0% | -17.4% | +71.3% | +54.0% |
| 3Y | +90.4% | -54.1% | +144.5% | +121.0% |
| 5Y | +84.2% | -42.7% | +126.9% | +98.0% |
| 10Y | +144.6% | +88.1% | +56.5% | +84.4% |
| All | +1,560.2% | +6,189.1% | -4,628.9% | +442.1% |
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