+35.7%
HST vs Z
-58.8%
+94.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -1.0% | -3.0% | +2.0% | -0.7% |
| 30D | -12.3% | -4.2% | -8.1% | -11.8% |
| 3M | -6.4% | -3.7% | -2.7% | -6.1% |
| 6M | +15.0% | -24.5% | +39.5% | +18.4% |
| YTD | +30.5% | -49.3% | +79.8% | +38.9% |
| 1Y | +35.7% | -58.7% | +94.3% | +45.5% |
| All | +35.7% | -58.8% | +94.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling