+66.1%
HST vs KMX
-25.6%
+91.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.0% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -5.2% | +4.1% | -9.3% | -6.1% |
| 3M | -6.2% | +27.5% | -33.8% | -11.3% |
| 6M | +20.4% | +43.6% | -23.1% | +9.9% |
| YTD | +30.6% | +56.8% | -26.1% | +16.4% |
| 1Y | +37.4% | -1.3% | +38.7% | +37.6% |
| 3Y | +66.1% | -25.4% | +91.5% | +67.3% |
| All | +66.1% | -25.6% | +91.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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