+104.3%
HST vs P
+485.4%
-381.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -1.0% | +6.5% | -7.6% | -2.3% |
| 30D | -12.3% | +18.8% | -31.1% | -15.8% |
| 3M | -6.4% | +26.7% | -33.1% | -12.1% |
| 6M | +15.0% | +62.2% | -47.2% | +1.4% |
| YTD | +30.5% | +48.5% | -18.0% | +16.2% |
| 1Y | +35.7% | +26.4% | +9.3% | +22.3% |
| 3Y | +68.4% | +159.4% | -91.0% | +19.3% |
| 5Y | +73.1% | +275.8% | -202.7% | +9.0% |
| 10Y | +92.7% | +732.0% | -639.3% | -0.2% |
| All | +104.3% | +485.4% | -381.0% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling