+315.6%
HST vs KMX
+475.4%
-159.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | -1.0% | +1.9% | -2.9% | -1.5% |
| 30D | -12.3% | +11.7% | -23.9% | -15.0% |
| 3M | -6.4% | +34.9% | -41.2% | -14.3% |
| 6M | +15.0% | +50.3% | -35.3% | +1.2% |
| YTD | +30.5% | +63.8% | -33.3% | +11.6% |
| 1Y | +35.7% | +3.8% | +31.8% | +28.1% |
| 3Y | +68.4% | -24.3% | +92.7% | +69.7% |
| 5Y | +73.1% | -50.2% | +123.3% | +88.6% |
| 10Y | +92.7% | +5.4% | +87.4% | +67.7% |
| All | +315.6% | +475.4% | -159.7% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling