+75.6%
HST vs Z
-54.2%
+129.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | 0.0% |
| 7D | +3.3% | +10.2% | -6.8% | +1.9% |
| 30D | +16.4% | +23.7% | -7.3% | +12.6% |
| 3M | +5.5% | -6.6% | +12.0% | +5.9% |
| 6M | +31.1% | -23.0% | +54.1% | +34.6% |
| YTD | +55.9% | -50.3% | +106.2% | +66.5% |
| 1Y | +75.6% | -53.6% | +129.2% | +88.7% |
| All | +75.6% | -54.2% | +129.8% | +88.7% |
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