+65.7%
HST vs NYT
+55.5%
+10.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -0.7% | +4.5% | -5.1% | -1.7% |
| 3M | -4.0% | -8.5% | +4.5% | -2.7% |
| 6M | +20.7% | -15.1% | +35.7% | +24.3% |
| YTD | +31.0% | -3.3% | +34.3% | +30.0% |
| 1Y | +36.2% | +17.0% | +19.2% | +28.0% |
| All | +65.7% | +55.5% | +10.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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