+78.1%
HST vs PL
+403.1%
-325.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.1% | +4.5% | -5.0% |
| 7D | -4.2% | -20.5% | +16.4% | -2.9% |
| 30D | +9.6% | -38.8% | +48.3% | +12.7% |
| 3M | -1.1% | -49.1% | +48.0% | +2.7% |
| 6M | +21.1% | -69.4% | +90.5% | +28.5% |
| YTD | +47.1% | -42.3% | +89.4% | +47.0% |
| 1Y | +64.0% | -14.2% | +78.2% | +57.5% |
| All | +78.1% | +403.1% | -325.0% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling