+75.8%
HST vs KEEL
-41.3%
+117.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.7% | +1.1% |
| 7D | +0.7% | +2.7% | -2.0% | +0.4% |
| 30D | -0.7% | +4.6% | -5.2% | -1.5% |
| 3M | -4.0% | -34.5% | +30.5% | -1.6% |
| 6M | +20.7% | +59.3% | -38.6% | +11.9% |
| YTD | +31.0% | +46.4% | -15.3% | +21.4% |
| 1Y | +36.2% | +96.6% | -60.3% | +18.1% |
| 3Y | +66.6% | +182.0% | -115.3% | +24.1% |
| 5Y | +75.8% | -38.2% | +114.0% | +44.5% |
| All | +75.8% | -41.3% | +117.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling