+53.4%
HST vs KEY
+24.1%
+29.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.7% | -1.3% | -1.4% | -1.9% |
| 30D | +10.7% | +5.1% | +5.6% | +7.9% |
| 3M | +6.3% | -7.1% | +13.4% | +10.5% |
| 6M | +19.0% | -4.4% | +23.3% | +21.3% |
| YTD | +47.0% | +4.0% | +43.0% | +41.0% |
| 1Y | +53.4% | +23.4% | +30.0% | +30.7% |
| All | +53.4% | +24.1% | +29.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling