+131.7%
HST vs PODD
+314.8%
-183.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.1% | +1.0% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | +10.7% | +9.0% | +1.7% | +9.0% |
| 3M | +6.3% | +5.2% | +1.1% | +5.1% |
| 6M | +19.0% | -3.2% | +22.1% | +18.1% |
| YTD | +47.0% | -48.5% | +95.5% | +63.3% |
| 1Y | +53.4% | -54.7% | +108.1% | +74.3% |
| 3Y | +78.0% | -7.8% | +85.8% | +72.8% |
| 5Y | +71.7% | -52.4% | +124.1% | +82.8% |
| All | +131.7% | +314.8% | -183.1% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling