+87.5%
HST vs M
+158.0%
-70.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +3.6% | +7.0% | -3.4% | +1.8% |
| 30D | +11.2% | +8.9% | +2.3% | +8.8% |
| 3M | +13.1% | +4.5% | +8.6% | +11.5% |
| 6M | +23.9% | +36.2% | -12.3% | +13.7% |
| YTD | +52.3% | +15.1% | +37.2% | +45.0% |
| 1Y | +56.7% | +27.4% | +29.2% | +45.4% |
| 3Y | +87.5% | +160.1% | -72.6% | +46.2% |
| All | +87.5% | +158.0% | -70.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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