+2,755.7%
HST vs M
+425.5%
+2,330.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.9% | +0.2% | -3.5% |
| 7D | -4.2% | -2.1% | -2.0% | -3.5% |
| 30D | +9.6% | +7.7% | +1.9% | +6.4% |
| 3M | -1.1% | -4.4% | +3.3% | -0.1% |
| 6M | +21.1% | +27.5% | -6.4% | +9.1% |
| YTD | +47.1% | +12.8% | +34.3% | +37.6% |
| 1Y | +64.0% | +20.7% | +43.3% | +49.2% |
| 3Y | +77.1% | +111.3% | -34.2% | +20.1% |
| 5Y | +71.8% | -6.3% | +78.1% | +44.0% |
| 10Y | +146.3% | +1.5% | +144.8% | +50.5% |
| All | +2,755.7% | +425.5% | +2,330.2% | +837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling