+56.7%
HST vs P
+23.6%
+33.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +3.6% | +11.6% | -8.0% | +3.4% |
| 30D | +11.2% | -23.7% | +34.9% | +11.1% |
| 3M | +13.1% | -8.0% | +21.1% | +13.2% |
| 6M | +23.9% | +27.9% | -4.0% | +24.2% |
| YTD | +52.3% | +61.2% | -8.9% | +51.4% |
| 1Y | +56.7% | +28.6% | +28.1% | +55.3% |
| All | +56.7% | +23.6% | +33.0% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling