+78.0%
HST vs KEY
+106.2%
-28.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.1% |
| 30D | +10.7% | +5.1% | +5.6% | +8.2% |
| 3M | +6.3% | -7.1% | +13.4% | +9.8% |
| 6M | +19.0% | -4.4% | +23.3% | +21.1% |
| YTD | +47.0% | +4.0% | +43.0% | +43.8% |
| 1Y | +53.4% | +23.4% | +30.0% | +38.9% |
| 3Y | +78.0% | +113.9% | -35.9% | +32.9% |
| All | +78.0% | +106.2% | -28.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling