+67.5%
HST vs KEY
+122.6%
-55.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.0% | +2.2% | -3.2% | -2.0% |
| 30D | -12.3% | -3.0% | -9.2% | -11.0% |
| 3M | -6.4% | +3.3% | -9.7% | -7.9% |
| 6M | +15.0% | +9.2% | +5.8% | +10.1% |
| YTD | +30.5% | +10.6% | +19.9% | +24.1% |
| 1Y | +35.7% | +20.4% | +15.3% | +23.9% |
| All | +67.5% | +122.6% | -55.1% | +16.6% |
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