+71.8%
HST vs PL
+11.6%
+60.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.1% | +4.5% | -4.7% |
| 7D | -4.2% | -20.5% | +16.4% | -2.0% |
| 30D | +9.6% | -38.8% | +48.3% | +14.7% |
| 3M | -1.1% | -49.1% | +48.0% | +5.2% |
| 6M | +21.1% | -69.4% | +90.5% | +33.6% |
| YTD | +47.1% | -42.3% | +89.4% | +47.8% |
| 1Y | +64.0% | -14.2% | +78.2% | +55.4% |
| 3Y | +77.1% | +398.7% | -321.6% | +16.5% |
| 5Y | +71.8% | +11.1% | +60.6% | +29.8% |
| All | +71.8% | +11.6% | +60.2% | +29.8% |
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