+1,330.0%
HST vs NYT
+754.7%
+575.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | -0.3% | -1.6% | +1.3% | +0.3% |
| 30D | -2.8% | +2.8% | -5.6% | -3.9% |
| 3M | -6.5% | -9.2% | +2.7% | -3.7% |
| 6M | +20.7% | -17.1% | +37.8% | +28.3% |
| YTD | +30.5% | -3.2% | +33.7% | +29.7% |
| 1Y | +36.8% | +15.7% | +21.1% | +26.3% |
| 3Y | +65.9% | +55.7% | +10.2% | +32.3% |
| 5Y | +73.9% | +39.4% | +34.5% | +39.6% |
| 10Y | +107.0% | +485.6% | -378.5% | -18.3% |
| All | +1,330.0% | +754.7% | +575.2% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling