+78.0%
HST vs S
+34.5%
+43.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -2.7% | -13.4% | +10.8% | -0.8% |
| 30D | +10.7% | -14.0% | +24.7% | +12.7% |
| 3M | +6.3% | +4.9% | +1.4% | +4.6% |
| 6M | +19.0% | +42.0% | -23.0% | +11.1% |
| YTD | +47.0% | +45.1% | +1.9% | +35.8% |
| 1Y | +53.4% | +33.1% | +20.4% | +43.5% |
| 3Y | +78.0% | +40.6% | +37.4% | +58.0% |
| All | +78.0% | +34.5% | +43.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling