+71.7%
HST vs PL
+82.7%
-10.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -1.0% | -9.3% | +8.3% | -0.1% |
| 30D | -12.3% | -18.9% | +6.7% | -10.5% |
| 3M | -6.4% | -58.4% | +52.0% | +1.1% |
| 6M | +15.0% | -30.3% | +45.3% | +15.4% |
| YTD | +30.5% | -8.1% | +38.6% | +25.7% |
| 1Y | +35.7% | +180.5% | -144.8% | +10.3% |
| 3Y | +68.4% | +444.1% | -375.8% | +13.0% |
| All | +71.7% | +82.7% | -10.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling