+2,433.8%
HST vs M
+396.5%
+2,037.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | -1.0% | +4.7% | -5.8% | -2.7% |
| 30D | -12.3% | -9.6% | -2.6% | -9.0% |
| 3M | -6.4% | +0.9% | -7.2% | -7.4% |
| 6M | +15.0% | +22.3% | -7.3% | +5.6% |
| YTD | +30.5% | +6.5% | +24.0% | +25.3% |
| 1Y | +35.7% | +38.8% | -3.1% | +17.4% |
| 3Y | +68.4% | +115.9% | -47.5% | +13.5% |
| 5Y | +73.1% | +28.6% | +44.5% | +27.3% |
| 10Y | +92.7% | -2.5% | +95.3% | +19.8% |
| All | +2,433.8% | +396.5% | +2,037.3% | +753.4% |
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