+390.3%
HST vs KMX
+389.9%
+0.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.3% | -2.3% | +1.0% | -0.6% |
| 30D | +13.4% | +6.3% | +7.1% | +11.3% |
| 3M | +16.7% | -7.4% | +24.1% | +18.5% |
| 6M | +24.0% | +37.9% | -13.9% | +12.1% |
| YTD | +54.0% | +39.5% | +14.5% | +37.0% |
| 1Y | +55.0% | +57.9% | -2.8% | +33.1% |
| 3Y | +89.3% | -15.0% | +104.3% | +85.0% |
| 5Y | +85.4% | -64.1% | +149.5% | +120.7% |
| 10Y | +137.1% | -1.6% | +138.8% | +110.2% |
| All | +390.3% | +389.9% | +0.4% | +191.3% |
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 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