+86.5%
HST vs KMX
-64.3%
+150.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +14.5% | +3.0% | +11.5% | +13.4% |
| 3M | +15.4% | -7.8% | +23.2% | +17.3% |
| 6M | +22.0% | +34.3% | -12.3% | +11.2% |
| YTD | +54.9% | +40.2% | +14.6% | +37.3% |
| 1Y | +54.0% | +63.0% | -9.0% | +30.5% |
| 3Y | +90.4% | -14.5% | +104.9% | +89.4% |
| All | +86.5% | -64.3% | +150.8% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling