+66.3%
HST vs KEYS
+1,095.1%
-1,028.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | +2.0% | +4.4% | -2.4% | +0.4% |
| 30D | -5.2% | -2.2% | -3.0% | -4.8% |
| 3M | -6.2% | +0.5% | -6.8% | -7.7% |
| 6M | +20.4% | +22.4% | -1.9% | +9.2% |
| YTD | +30.6% | +64.1% | -33.5% | +3.9% |
| 1Y | +37.4% | +97.0% | -59.6% | +0.7% |
| 3Y | +66.1% | +152.0% | -85.9% | +8.4% |
| 5Y | +73.7% | +83.7% | -10.0% | +25.3% |
| 10Y | +99.8% | +997.9% | -898.1% | -26.1% |
| All | +66.3% | +1,095.1% | -1,028.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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