+78.0%
HST vs P
+175.5%
-97.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.3% |
| 7D | -2.7% | -23.8% | +21.1% | -0.8% |
| 30D | +10.7% | -36.6% | +47.3% | +14.2% |
| 3M | +6.3% | +10.9% | -4.6% | +4.6% |
| 6M | +19.0% | +30.0% | -11.0% | +14.4% |
| YTD | +47.0% | +44.4% | +2.6% | +39.1% |
| 1Y | +53.4% | +3.9% | +49.5% | +49.3% |
| 3Y | +78.0% | +176.6% | -98.6% | +45.5% |
| All | +78.0% | +175.5% | -97.5% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling