+31.1%
HST vs PL
-65.8%
+97.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +1.4% |
| 7D | +3.3% | -11.7% | +15.0% | +3.6% |
| 30D | +16.4% | -27.1% | +43.5% | +17.0% |
| 3M | +5.5% | -44.6% | +50.1% | +6.4% |
| 6M | +31.1% | -67.2% | +98.3% | +32.6% |
| All | +31.1% | -65.8% | +97.0% | +32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling