+1,476.3%
HST vs IT
+6,228.4%
-4,752.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.1% |
| 7D | -2.7% | -16.9% | +14.2% | +2.1% |
| 30D | +10.7% | +2.3% | +8.4% | +9.3% |
| 3M | +6.3% | +2.9% | +3.4% | +4.0% |
| 6M | +19.0% | +25.9% | -6.9% | +7.5% |
| YTD | +47.0% | -24.6% | +71.7% | +51.2% |
| 1Y | +53.4% | -16.0% | +69.5% | +52.8% |
| 3Y | +78.0% | -51.6% | +129.6% | +103.3% |
| 5Y | +71.7% | -42.6% | +114.3% | +84.5% |
| 10Y | +146.2% | +103.6% | +42.6% | +81.8% |
| All | +1,476.3% | +6,228.4% | -4,752.1% | +413.9% |
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