+78.0%
HST vs PL
+455.3%
-377.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.7% |
| 7D | -2.7% | -6.8% | +4.1% | -2.3% |
| 30D | +10.7% | -29.3% | +40.0% | +12.8% |
| 3M | +6.3% | -44.8% | +51.0% | +9.7% |
| 6M | +19.0% | -68.4% | +87.4% | +26.1% |
| YTD | +47.0% | -36.4% | +83.4% | +46.0% |
| 1Y | +53.4% | +0.7% | +52.7% | +45.7% |
| 3Y | +78.0% | +455.3% | -377.3% | +27.9% |
| All | +78.0% | +455.3% | -377.3% | +27.9% |
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