+84.6%
HST vs KEEL
+312.2%
-227.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -0.3% |
| 7D | +2.0% | +21.5% | -19.5% | +1.0% |
| 30D | -5.2% | -3.9% | -1.4% | -5.3% |
| 3M | -6.2% | -34.1% | +27.9% | -5.0% |
| 6M | +20.4% | +82.8% | -62.4% | +15.1% |
| YTD | +30.6% | +58.7% | -28.1% | +25.1% |
| 1Y | +37.4% | +191.4% | -154.0% | +25.4% |
| 3Y | +66.1% | +205.7% | -139.6% | +45.8% |
| 5Y | +73.7% | -37.0% | +110.7% | +53.5% |
| All | +84.6% | +312.2% | -227.6% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling