+2,754.6%
HST vs M
+401.4%
+2,353.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +1.6% |
| 7D | -2.7% | -4.3% | +1.6% | -1.3% |
| 30D | +10.7% | +1.3% | +9.4% | +9.9% |
| 3M | +6.3% | -7.4% | +13.6% | +8.5% |
| 6M | +19.0% | +18.3% | +0.6% | +10.0% |
| YTD | +47.0% | +7.6% | +39.5% | +39.8% |
| 1Y | +53.4% | +17.4% | +36.1% | +41.0% |
| 3Y | +78.0% | +108.4% | -30.4% | +21.2% |
| 5Y | +71.7% | -10.6% | +82.3% | +46.4% |
| 10Y | +146.2% | -3.2% | +149.4% | +52.9% |
| All | +2,754.6% | +401.4% | +2,353.1% | +852.5% |
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