+71.7%
HST vs PODD
-51.3%
+123.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.6% |
| 7D | -1.0% | +1.6% | -2.7% | -1.3% |
| 30D | -12.3% | +10.7% | -22.9% | -14.0% |
| 3M | -6.4% | +0.7% | -7.1% | -7.5% |
| 6M | +15.0% | -39.3% | +54.3% | +25.3% |
| YTD | +30.5% | -48.1% | +78.6% | +46.7% |
| 1Y | +35.7% | -57.4% | +93.1% | +58.4% |
| 3Y | +68.4% | -23.3% | +91.6% | +68.1% |
| All | +71.7% | -51.3% | +123.1% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling