+75.6%
HST vs PL
-0.6%
+76.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +1.3% |
| 7D | +3.3% | -11.7% | +15.0% | +3.4% |
| 30D | +16.4% | -27.1% | +43.5% | +16.6% |
| 3M | +5.5% | -44.6% | +50.1% | +5.8% |
| 6M | +31.1% | -67.2% | +98.3% | +31.7% |
| YTD | +55.9% | -35.9% | +91.8% | +55.5% |
| 1Y | +75.6% | -0.4% | +76.0% | +74.3% |
| All | +75.6% | -0.6% | +76.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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